I would strongly suggest you don't: your idea of music is going to offend or annoy at least 50% of your users - and the installation program is the first part of your app they meet.
Annoying them right at the start - before your app is even running - is a pretty bad first impression ...
But if you really don't care if people hate your app on sight, it'll depend on the exact installer you are going to use. For example:
How to play an audio file during install[
^] is for one specific installation app, google will fin you others if you search for "add music to <name of installer>".