Which version do you intend to use? Cegui currently has the v0-8 branch (ABI compatible), v0 branch (API compatible) and default (unstable development) branch as well as the latest stable releases (0.8.5) available.
In the v0 and default branch we have made big changes to the input system. The v0 branch is quite stable while the default branch is under constant development so it might be broken or semi-broken at times (we of course try to always keep everything working on every OS in every configuration but can't guarantee momentary issues). Timotei has made these changes to the input system so he probably can respond to this better, i will notify him of this thread. It might be possible that having multiple cursors is doable there, but I am not certain at all.
I can only speak for the latest stable Release (0.8.5) and the v0-8 branch in that regard and must say that these are not really prepared for multiple cursors. However, changes can definitely be done to make it work to some extent at least. What you can do at least is make a fake cursor using a CEGUI::Window that is attached to the root, and move it around. You could then provide click events manually. This of course requires some custom code in your application, and things like reacting to hovering wouldn't be covered, but it would be functional to a limited extent.
Other than that, I personally would find the discussed feature useful for a lot of purposes (virtual reality application, split screen or offline multiplayer games, online games with shared screens, etc). It would make a great addition to the library. In case v0 branch does not cover these changes already, or not to that extent you would want it to cover, I would like to mention the possibility of paid support: http://cegui.org.uk/paid-support
I hope this helped,