If you want to test your script, then why don't you try setting the OutPath to a different
folder than your script? Otherwise, how are you going to know that anything actually happened?
The compiler does a pretty good job of complaining if there are any errors adding files to your EXE. If there were any problems, compiling will stop.
And if you look closely at the compiler's log, you'll see where each file was added. It will look something like this:
File: "example1.nsi" [compress] 388/831 bytes
If you need more help, I suggest you look at some of the examples included with NSIS. (The compiler example above came from the EXAMPLE1.NSI script located in the NSIS install folder.)