Nginx tests fail in PR checks on macOS/Linux fail on AzDO

[natemcmaster]

PR checks on AzDO for aspnet/AspNetCore are always failing because nginx is not installed.

It should be possible to just download nginx when the build agent initializes.

[Tratcher]

Reference PR: #6054
https://dnceng.visualstudio.com/public/_build/results?buildId=61703&view=ms.vss-test-web.test-result-details

The test projects are split based on those that have been converted to refs and those that haven't. If any tests fail in the refs batch then the other set doesn't run. That's why we haven't see this failure reported more.

[Tratcher]

NGinx direct downloads: http://nginx.org/en/download.html
Here's a script we used to use on travis for linux: https://github.com/aspnet/Entropy/blob/fb40862a3b48545948bbb2f3ef787f44b57345e0/install-nginx.sh
For mac we used brew:
https://github.com/aspnet/Entropy/blob/fb40862a3b48545948bbb2f3ef787f44b57345e0/.travis.yml#L18

So where do we put something like this for the new CI? Somewhere around here?
https://github.com/aspnet/AspNetCore/blob/1ad77cf94e7708c6cca556fd1021d837eab9b7b2/.azure/pipelines/ci.yml#L16

[natemcmaster]

Yes, that looks like the right approach. Can you copy that install-nginx script into eng/scripts/?