Although having the precompiled packages is nice, not all of the modules are available out of the box. NGINX requires you to compile these into the NGINX installation and it's not a simple module like Apache.
You can simply build from source without any of the packaging tools for CentOS or Debian, however, it makes upgrades and compatibility more difficult. By default, user compiled programs will default to /usr/local, which means that any documentation which refers to the package defaults (/usr/etc) will be incorrect.
My preference is to base the build on the official package sources, rather than the plain source code. There aren't many extra steps involved, but it makes the ongoing management much easier. If you're looking for vanilla build instructions (without packages), these are easily available on the web.