NGINX is not included with Mezzanine, it's an entirely separate piece of software, similar to Apache.
Mezzanine includes a fabric script which can automatically set up a production server if you'd like to use it, and will install NGINX on the server for you, among many other things.
Given your question, I can't recommend enough that you read and understand all the related documentation on this topic. Start with the Mezzanine link below, it references many other documentation sites - Django, Fabric, NGINX, plus more.
Enjoy the adventure: http://mezzanine.jupo.org/docs/deployment.html