What is a daughter of one's brother or sister called?

A Niece.

To the niece, the brother or sister of here parents is her Uncle or Aunt.

The Word for a boy is nephew.

If you shift one generation to grandchildren/grandparents.

The a male/female to the brother or sister of their grandparents makes them a 'Great Nephew/Niece'.

In reverse to the child they become a Great Uncle or a Great Aunt.

Similarly, Great grandparents they become Great great nephe/niece, and conversely Great great uncle/aunt.

Children to your Aunt/Uncle are your cousins.

Similarly to your great aunt/uncle become your great cousins, or sometimes 2nd. cousins. or once removed cousins.