The quickest, and easiest, way to install Nginx is to simply use your OS-provided version. Most of the time, these are kept fairly updated; however, for some Linux distributions focusing on stability, you may only have older versions of Nginx available. Sometimes, your Linux distribution may provide multiple versions of Nginx with different compile flags.
In general, before embarking on a more complex journey, we should check if we can use the easy solution. For a Debian-based operating system, we first find the Nginx compiles available then get the info for the one we want:
apt-cache search nginx
apt-cache show PACKAGE_NAME
apt-get install PACKAGE_NAME
For Red Hat Linux-based operating systems, we need to enable the EPEL repo first and then do the same:
yum install epel-release
yum search nginx
yum info PACKAGE_NAME
yum install PACKAGE_NAME
If the version provided is current enough, then you're ready to configure Nginx in the next chapter.
If the version provided by your distribution is too old, then Nginx provides packages for RHEL/CentOS distributions as well as Debian/Ubuntu distributions.