How to make a cube follow my mouse pointer?

You could use RaycastHit and then transform the cube's position according to where the Raycast hits.

C# script example would be as following:

 using UnityEngine;
 using System.Collections;
 
 public class RaycastMoveCube : MonoBehaviour
 {
     public Camera camToUse;
     public Transform CubeToTransform;
 
     // Update is called once per frame
     void Update()
     {
 
             Ray ray;
             RaycastHit hit;
             ray = camToUse.ScreenPointToRay(Input.mousePosition);
             if (Physics.Raycast(ray, out hit, 100.0f))
             {
 
                 CubeToTransform.transform.position = hit.point;

 
             }
         }
     }
 }

This script has a max range of 100 but you can change that. Example : Physics.Raycast(ray, out hit, 500.0f)