Pyautogui don't work in game window

I'm making some tests using Pyautogui on games. But in those games that change your cursor and fullscreen games, none of the methods work.

I'm trying now on Ragnarok Online.

I tried:

pyautogui.click()
pyautogui.moveTo(x, y, time)
pyautogui.moveRel(x, y)

None of them works when inside the game window. They work fine outside.

Is there a way to make it work? Or another library that I could use?

By the way, win32api.SetCursorPos((x,y)) also doesn't work.

Thanks.