UIs

Where can you find documentation on writing a UI? I cant find it in the NSIS users manual

and

I'm talking about an executable file (like default.exe) that has a custom window size, and can be set in any installer using ChangeUI. Isn't nsDialogs for making custom pages only?

If you have programming skills you can compile your own UI (.exe file)
But rather simply use ResHacker and modify existing .exe - you can add/dele compoenents there, change properties etc.