Absolutely my favourite web server. Small footprint and very fast to get running.
First add the repositories to your Debian sources by creating the file /etc/apt/sources.list.d/nginx.list
deb http://nginx.org/packages/debian/ jessie nginx
deb-src http://nginx.org/packages/debian/ jessie nginx
Change the release name as necessary.
Then find the ID of the key the repo is signed with so you can add it to the apt key store.
$ sudo apt-get update
You should see you get a GPG error with the ID of the key you need. Copy this and paste it into the next command to download and install it:
$ sudo apt-key adv --keyserver keyserver.ubuntu.com --recv-keys [KEYID]
Job done now just apt update and install.