How can I allow the user to start my software from the final installation page?

You can allow the user to start your software in the final installation page using a <runProgram> action inside a <finalPageActionList> as in the following example:

<finalPageActionList>
 <runProgram>
  <program>${installdir}/bin/myprogram</program>
  <programArguments></programArguments>
  <progressText>Do you want to launch ${product_fullname} now?</progressText>
 </runProgram>
</finalPageActionList>

You can customize the text that will be shown to the user on the final installation page with the <progressText> property. That text will be placed next to a checkbox. The user can choose whether or not to run the application by checking/unchecking the box. The default state is the checkbox to be checked, this can be changed with the <run> property.

You can associate multiple actions with a single checbox by using an <actionGroup>. You can hide an action from the final page, and still execute it, by setting the <show> property to 0.