[quote user="Zhen Li"]Is there any method to get current mouse or cursor location?[/quote]
When your primitive command (for example, a class that inherits from DgnPrimitiveTool) is active, the dynamics event handlers give you location data. See StateCallback::SetComplexDynamicsFunction.
If you're not in a primitive command, then consider setting up a view callback function. See ViewCallback::SetMotionFunctionViewCallback::SetNoMotionFunction.