The new Windows App on Mac OSX (the replacement for Remote Desktop) has an issue with showing the mouse pointer. Once you've completed a connection and go back to the "Saved Devices" screen (displaying your saved connection devices) the mouse pointer is not shown - connection devices are highlighted as the mouse is moved, but you lose the mouse pointer completely - the only way to get it back is to try and move the mouse away from the application and then click the desktop, of course the problem is that as soon as you click the Windows App you lose the mouse pointer again!
I haven't tried it, but I can imagine it would be a nightmare if you made the Windows App full screen on a single screen device - I have no idea how you'd get the mouse back in that situation??!!