Try this:
...
; Installiere Musik
!insertmacro g2mod_CreateDirectory "$INSTDIR\_work\data\Music\KreuzzugBeliars"
SetOutPath "$INSTDIR\_work\data\Music\KreuzzugBeliars"
File ".\setup\pack\Island_DayStd.sgt"
File ".\setup\pack\Island_Fight.sgt"
File ".\setup\pack\Island_Night.sgt"
File ".\setup\pack\Island_Threat.sgt"
File ".\setup\pack\Island_Escape.sgt"
File ".\setup\pack\_Island_Day.sty"
File ".\setup\pack\_Island_Fight.sty"
File ".\setup\pack\_Island_Night.sty"
File ".\setup\pack\_Island_Threat.sty"
File ".\setup\pack\_Island_Escape.sty"
File ".\setup\pack\Island_Day.dls"
File ".\setup\pack\Island_Fight.dls"
File ".\setup\pack\Island_Night.dls"
File ".\setup\pack\Island_Threat.dls"
File ".\setup\pack\Island_Escape.dls"
...