There is some buried information around on this, but here is a ludicrously short and simple set of instructions to get an usable nginx install up and running using Bash on Ubuntu on Windows 10. All it takes is 2 commands and commenting 1 line!

I am assuming you already have Bash for Win10 enabled and configured with a use account already, and that you have basic knowledge of bash.

Step 1: Install nginx

Well this step is pretty simple really. 1 command should do the trick, your standard apt install: sudo apt-get install nginx

Hey presto! You’re good to go!

Step 2: Edit sites-enabled default

A little more effort here, but nothing much. You need to edit the nginx default site configuration at: /etc/nginx/sites-available/default. Change these lines (courtesy of SvennD):

master_process off;
#daemon off;

Step 3: Reload nginx

Another easy step. 1 command: sudo service nginx restart

Step 4: Profit

Done! Go visit localhost in a browser, you should receive the nginx default page.

Conclusion

That was simple! Now you can go and play around. For example, you can symlink a project on Windows (C:/ is accessible from /mnt/c/) into bash, and create an nginx site config to use it.