Working philosopy
CoolSetup's main items are so called 'Install types' (IT). In these install types you can add 'file groups' (FG) and 'registry actions groups' (RG). So you can create different IT, for example minimal, custom, full etc. I know, it's not very easy to find out something from these sentences, so we better have an example.

We have sample application, called tester. It has some executable code (tester.exe, tester.dll), some help files (tester.txt, fileid.diz) and some support files (tester.1st, tester.ter, plugins\tester.plg). We have to associate all files with extension tes for tester.exe (we assume that tester.exe uses standard commandline, not DDE). We want to create installation with three types of installation - full, minimal and custom.
  For begin, we create three file groups - Program files, Help and Support files. We put tester.exe and tester.dll to Program files, tester.chm and fileid.diz to Help and rest to Support files. Now we want to create associations. It's not very easy to do it, because you must know structure of registry. But here's a short manual how to do it. Let's create some RG, called e.g. 'Associate .tes'. After we create all required registry items, we can make final install types.
  As I said, we create three IT with names Full installation, Minimal installation and Custom installation. We select 'Full...' and add there all file and registry groups. Then we select 'Minimal' and add there let's say Program files FG and 'Assoctiate .tes' RG. Then we select 'Custom' and add there the same items, like in 'Full' IT, but we check 'Allow custom items selection' check box.

  If you want to see some example in real, just check file 'coolsetup.csp'. It's a configuration file for CoolSetup's installation original - but it willn't work until you install CoolSetup to D:\source\util\coolsetup!