Without you being more specific on HOW you want to block direct
downloads and how extreme you want to prevent it, then it's all just a
wild guess what kind of solution you want.

From the example link you gave for stackoverflow, it sounds like you
just want to prevent hotlinking (i.e. downloading without the client
sending a proper referral URL)...

The nginx equivalent of the apache blocking via referral can be found:

http://nginx.org/en/docs/http/ngx_http_referer_module.html

You just set the 'valid_referers' you want, then create a simple 'if'
statement in a location to return a '403 forbidden'...

if ($invalid_referer) { return 403; }
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