[KaktoR]

LABELCURFILE is not inside InnoSetup Support, maybe you mean 'StatusLabel' instead?

StatusLabel is showing 'Unpacking Files ...', FileNameLabel is showing current file.

However, to make a new TLabel or TNewStaticText variable you can do something like this.

var
  MyText: TLabel;

procedure InitializeWizard();
begin
  MyText := TLabel.Create(WizardForm);
    with MyText do begin
      Parent := WizardForm.InstallingPage;
      Caption := 'My Text here'; // you can also use constants like '{cm:MyText}' with [CustomMessage] section if you like it to make multi langual
      Left := ScaleX(1);
      Top := ScaleY(1);
      Width := ScaleX(150);
      Height := ScaleY(12);
      Wordwrap := False;
    end;
end;

procedure CurPageChanged(CurPageID: integer);
  if CurPageID = wpInstalling then begin
    //Here you can hide (x.Hide) or show (x.Show) your variable
    MyText.Show;
  end;
end;