Prevent Dota 2 from constraining the cursor to the game window

Dota 2, by default, constrains the mouse cursor to the game window. To disable this behaviour, do the following:

Navigate to the following directory:

steamapps/common/dota 2 beta/game/dota/cfg

And add a new file called autoexec.cfg, with the following contents:

dota_mouse_window_lock 0

Restart the game for the changes to take effect.