Registering file extension
 

I need to give the user the option to register a specific file extension. However, I've looked and can't figure out how to do that.

I've seen other installers that do this. A screen pops up, lists the file extensions it will associate, and lets you check or uncheck the boxes as need.

Is there any way to do this with NSIS? Is it just done through a components page?

Certainly you're able to do this by setting up a custom page with the InstallOptions plugin.