docs: add nginx example (#1329)

* docs: add nginx example

Co-authored-by: bobby <1544881+desimone@users.noreply.github.com>

examples/nginx/httpbin.conf

@@ -0,0 +1,37 @@
+# Protected application
+server {
+    listen 443 ssl;
+    listen 80;
+    server_name  httpbin.localhost.pomerium.io;
+    ssl_certificate /etc/nginx/nginx.pem;
+    ssl_certificate_key /etc/nginx/nginx-key.pem;
+
+    location / {
+      proxy_pass http://httpbin;
+    }
+
+    ### External Authorization
+
+    # Send auth check to /authorize location.
+    auth_request /authorize;
+
+    # Set cookies we get back from the auth check
+    auth_request_set $saved_set_cookie $upstream_http_set_cookie;
+    add_header Set-Cookie $saved_set_cookie;
+
+    # If we get a 401, respond with a named location
+    error_page 401 = @error401;
+    # On 401, redirect the user to forward auth to start authentication flow
+    location @error401 {
+        return 302 https://fwdauth.localhost.pomerium.io/?uri=$scheme://$http_host$request_uri;
+    }
+
+    # The auth request must be a subpath of the server
+    location /authorize {
+      proxy_pass http://pomerium/verify?uri=$scheme://$http_host$request_uri;
+      proxy_set_header Host fwdauth.localhost.pomerium.io;
+      proxy_http_version 1.1;
+    }
+
+    ### End External Authorization
+}