If you used
apt-get -y install nginx to install NGINX, this module wouldn't be compiled by default as it's a third-party module. Unless the module provides a repo package that will prevent you from doing a source compile, you would need to compile NGINX from source to add that module in.
I've actually been working on a few auto-installers and NGINX is one of them. You'd need to modify the source of the installer and add an
--add-module= line to it and clone the repo so that you have a source for the module, but beyond that, the installer will take care of the rest for you.
That being said, the installer is ideally meant for a fresh OS deployment where NGINX is not already installed as it's a full source compile installer (with example configurations), so if you wanted to use it, I'd recommend starting with a fresh or re-imaged Droplet with nothing more than a barebones OS installation (Ubuntu 16.04 or 16.10).
I'm in the process of testing the latest updates to the installer, though once it's ready, I'll reply back and let you know how to go about modifying the installer to install the module.