How to change file associations in Inno-setup

There's an entry for that in the FAQ on the Inno Setup web site. Here is the quote of the relevant section of the FAQ:

Creating File Associations

First set the [Setup] section directive ChangesAssociations to yes. Then create [Registry] entries as shown below.

[Registry]
Root: HKCR; Subkey: ".myp"; ValueType: string; ValueName: ""; ValueData: "MyProgramFile"; Flags: uninsdeletevalue

".myp" is the extension we're associating. "MyProgramFile" is the internal name for the file type as stored in the registry. Make sure you use a unique name for this so you don't inadvertently overwrite another application's registry key.

Root: HKCR; Subkey: "MyProgramFile"; ValueType: string; ValueName: ""; ValueData: "My Program File"; Flags: uninsdeletekey

"My Program File" above is the name for the file type as shown in Explorer.

Root: HKCR; Subkey: "MyProgramFile\DefaultIcon"; ValueType: string; ValueName: ""; ValueData: "{app}\MYPROG.EXE,0"

"DefaultIcon" is the registry key that specifies the filename containing the icon to associate with the file type. ",0" tells Explorer to use the first icon from MYPROG.EXE. (",1" would mean the second icon.)

Root: HKCR; Subkey: "MyProgramFile\shell\open\command"; ValueType: string; ValueName: ""; ValueData: """{app}\MYPROG.EXE"" ""%1"""

"shell\open\command" is the registry key that specifies the program to execute when a file of the type is double-clicked in Explorer. The surrounding quotes are in the command line so it handles long filenames correctly.

A File association is a series of Registry entries. For more info, take a look at How to Use File Associations Microsoft Sample.

If you don't want to create system-wide file associations, you can create specific user file associations too.

To create registry entries from your script, read the ISS Documentation: Registry Section. If you find any problems come back with a more specific question.