telling the nsis script where the files are

I am using nsis 2.0 and am wondering with the HM NISedit script wizzard after the script is created do you put the files you want to build into the install in c:\program files\myapplication because I can't figure out where to put the files that are to be built into the one file installer and in the modern ui how can I change the welcome message to reflect my program?

Edit "Welcome" page text:

Use this before including the language:

!define MUI_TEXT_WELCOME_INFO_TEXT "Your Text" 

Replace "Your Text" with the text wanted to appear.

(But I didn't understand so well the rest, can you clarify it for me?)