Thanks Francis. My goal is to install Nginx only into load balancer.
I provided the graphical picture for sanity reasons, in case the text model would be understood.

I will not use dual load balancers, like in the picture. At least not for now.
Presuming that I want to add in the future more servers designated for nginx load balancing, then I will add the proxy configuration.
What will happen then with my current php related configuration?
location / {
proxy_pass http://proxy;
}

location /forum/ {
try_files $uri $uri/ /forum/data.php$args;
}

location ~ \.php$ {
fastcgi_pass php;
include fastcgi.conf;
}

Can you give me a real example? Location [php urls] is not really clear for me.

Thanks.