Hey Val! Welcome to the Webflow Forums! 
You should only need to make some minor tweaks to that CodePen to make it work with your Webflow project.
First, In the Page Head (Inside <head> tag
), paste the following: it’s the Javascript library required, a JS Snippet, and the CSS required (converted from SCSS to CSS):
<script src="https://cdnjs.cloudflare.com/ajax/libs/gsap/latest/TweenMax.min.js"></script>
<script>
var Webflow = Webflow || [];
Webflow.push(function () {
var cursor = $(".cursor"),
follower = $(".cursor-follower");
var posX = 0,
posY = 0;
var mouseX = 0,
mouseY = 0;
TweenMax.to({}, 0.016, {
repeat: -1,
onRepeat: function() {
posX += (mouseX - posX) / 9;
posY += (mouseY - posY) / 9;
TweenMax.set(follower, {
css: {
left: posX - 12,
top: posY - 12
}
});
TweenMax.set(cursor, {
css: {
left: mouseX,
top: mouseY
}
});
}
});
$(document).on("mousemove", function(e) {
mouseX = e.pageX;
mouseY = e.pageY;
});
$(".link").on("mouseenter", function() {
cursor.addClass("active");
follower.addClass("active");
});
$(".link").on("mouseleave", function() {
cursor.removeClass("active");
follower.removeClass("active");
});
});
</script>
<style>
body {
width: 100%;
height: 100vh;
cursor: none;
}
.cursor {
position: absolute;
background-color: #fff;
width: 6px;
height: 6px;
border-radius: 100%;
z-index: 1;
transition: 0.3s cubic-bezier(0.75, -1.27, 0.3, 2.33) transform, 0.2s cubic-bezier(0.75, -0.27, 0.3, 1.33) opacity;
user-select: none;
pointer-events: none;
z-index: 10000;
transform: scale(1);
}
.cursor.active {
opacity: 0.5;
transform: scale(0);
}
.cursor.hovered {
opacity: 0.08;
}
.cursor-follower {
position: absolute;
background-color: rgba(255, 255, 255, 0.3);
width: 20px;
height: 20px;
border-radius: 100%;
z-index: 1;
transition: 0.6s cubic-bezier(0.75, -1.27, 0.3, 2.33) transform, 0.2s cubic-bezier(0.75, -0.27, 0.3, 1.33) opacity;
user-select: none;
pointer-events: none;
z-index: 10000;
transform: translate(5px, 5px);
}
.cursor-follower.active {
opacity: 0.7;
transform: scale(3);
}
.cursor-follower.hovered {
opacity: 0.08;
}
a {
text-decoration: none;
text-transform: uppercase;
color: white;
font-size: 11px;
letter-spacing: 1px;
}
.link-list {
position: absolute;
bottom: 0;
left: 0;
list-style: none;
}
.link-list__item {
display: inline-block;
}
</style>
Lastly, you’ll need to add two HTML elements to your page. You can either:
(1) Drag in two divs (anywhere on the page, preferably one of your topmost elements) and give the first div a class of cursor
and the second div a class of cursor-follower
. Do not style these as the styles come from the custom CSS!
OR
(2) Drag an embed element (again, anywhere) and paste the following in:
<div class="cursor"></div>
<div class="cursor-follower"></div>
That should be it! Let me know if that got it working for you. 