How to replace the default logo in NSIS installer?

For the sake of completion, this is the full code I used to change the logo (using Anders method) and the executable icon (using CharlesB method). Also included MUI2.nsh as mentioned by Yuri Korolov.

!include "MUI2.nsh"

!define MUI_ICON "path\to\icon.ico"
!define MUI_HEADERIMAGE
!define MUI_HEADERIMAGE_BITMAP "path\to\InstallerLogo.bmp"
!define MUI_HEADERIMAGE_RIGHT

put this anywhere in your .nsi (after inclusion of MUI.nsh):

!define MUI_ICON path_to_icon_file.ico

With MakeNSISW 2.3 only type Icon

Icon "MyIcon.ico"

https://nsis.sourceforge.io/Reference/Icon

MUI_ICON changes the .exe icon and that icon is used by default in the MUI header but if you want to use a specific bitmap in the header you can use MUI_HEADERIMAGE/MUI_HEADERIMAGE_BITMAP

You can find all the Modern UI configuration options in the docs