Hi,
Cursor is a database object used by applications to manipulate data in a set on a row-by-row basis, instead of the typical SQL commands that operate on all the rows in the set at one time. For example, you can use cursor to include a list of all user databases and make multiple operations against each database by passing each database name as a variable.
Check out the below to get an idea on How the cursor works.
http://www.databasejournal.com/features/mssql/article.php/1439731
But in real lilfe try to avoid using cursor.
Check out the below to get an idea why you should avoid using cursors
http://www.sql-server-performance.com/tips/cursors_p1.aspx
Please let me know if you have any questions.
Thanks -- Vj