Help me with this please?

What you're looking for is the PlayerMouse object. This object is obtained by calling the GetMouse method on a local player, which obviously means it will only work in a local script.

Mouse events?

There are certain events that can be established through the mouse object, all in which are based on user input. Here's a list:

Button1Up - Left click up

Button1Down - Left click down

Button2Up - Right click up

Button2Down - Right click down

Idle - Mouse isn't moving

Move - When the mouse moves

WheelBackward - Fired when the mouse scroll wheel is pushed forward

WheelForward - Fired when the mouse scroll wheel is pushed backward

What you need?

For you question, we only need to focus on Button1Up and Button1Down. Here are the necessary components you'll need to know for a program like this:

Button1Up Button1Down Mouse.Target - Property of PlayerMouse. What the mouse is hovering over. Mouse.Hit - Property of PlayerMouse. The CFrame of where the mouse is pointing Mouse.TargetFilter - Property of PlayerMouse. Mouse.Hit will ignore instances set to this.

Program composition?

-- Inside a local script
local Player = game:GetService'Players'.LocalPlayer
local Mouse = Player:GetMouse() -- Get the mouse

local Dragging = false
local Part = Instance.new("Part",workspace)
Part.Anchored = true
Mouse.TargetFilter = Part -- Ignore the part on the mouse detection

-- When the mouse moves, and Dragging is true, then...
Mouse.Move:connect(function()
    if Dragging then
        Part.CFrame = Mouse.Hit
    end
end)

-- When the player's mouse is clicked down...
Mouse.Button1Down:connect(function()
    Dragging = true
end)

-- When the left click is realest, then...
Mouse.Button1Up:connect(function()
    Dragging = false
end)

Hope this helped. If you have any questions, let me know.