Missing /etc/nginx

Hello everybody,

I'am new here so hopping to do things correctly :)

I have a problem:
On Ubuntu server 14.04 I tried many times to install Nginx from differents ways (apt-get or make install) but whatever I am doing the /etc/nginx folder isn't created and (of course) when I try to launch Nginx I have a /etc/nginx/nginx.conf : no such file or directory...

Have you any idea of what I can do to have Nginx successfully installed?

Thank you in advance :),

ps: sorry maybe my english isn't so clear. If you have question don't hesitate!

Kaelung