Just add this module, because it is not recognized.

[rpauser@node-zwf ~]$ openssl version
OpenSSL 1.0.2k-fips  26 Jan 2017
[rpauser@node-zwf ~]$ 
[rpauser@node-zwf ~]$ 
[rpauser@node-zwf ~]$ pwd
/home/rpauser
[rpauser@node-zwf ~]$ 
[rpauser@node-zwf ~]$ 
[rpauser@node-zwf ~]$ ll
total 1352
drwxr-xr-x.  2 rpauser rpauser       6 Jun 27 04:08 Desktop
drwxr-xr-x.  2 rpauser rpauser       6 Jun 27 04:08 Documents
drwxr-xr-x.  2 rpauser rpauser       6 Jun 27 04:08 Downloads
drwxr-xr-x.  2 rpauser rpauser       6 Jun 27 04:08 Music
drwxrwxr-x. 11 rpauser rpauser    4096 Jun 27 06:30 nginx
drwxr-xr-x.  9 rpauser rpauser    4096 Jun 27 05:57 nginx-1.18.0
-rwxrw-rw-.  1 rpauser rpauser 1039530 Jun 25 05:10 nginx-1.18.0.tar.gz
drwxrwxr-x.  5 rpauser rpauser    4096 Dec 22  2020 ngx_http_proxy_connect_module
-rwxrw-rw-.  1 rpauser rpauser   48986 Jun 25 02:14 ngx_http_proxy_connect_module-master.zip
drwxr-xr-x.  2 rpauser rpauser       6 Jun 27 04:08 Pictures
drwxr-xr-x.  2 rpauser rpauser       6 Jun 27 04:08 Public
-rwxrw-rw-.  1 rpauser rpauser    1638 Jun 27 04:02 readme.txt
drwxr-xr-x.  2 rpauser rpauser       6 Jun 27 04:08 Templates
drwxrwxr-x.  3 rpauser rpauser      18 Jun 27 06:00 usr
drwxr-xr-x.  2 rpauser rpauser       6 Jun 27 04:08 Videos
-rwxrw-rw-.  1 rpauser rpauser  276792 Jun 27 03:49 zip-3.0-23.el8.x86_64.rpm
[rpauser@node-zwf ~]$ 
[rpauser@node-zwf ~]$ 
[rpauser@node-zwf ~]$ 
[rpauser@node-zwf ~]$ ps -ef|grep nginx
rpauser    9285   9161  0 09:26 pts/0    00:00:00 grep --color=auto nginx
[rpauser@node-zwf ~]$ 
[rpauser@node-zwf ~]$ 
[rpauser@node-zwf ~]$ cd /nginx/sbin
bash: cd: /nginx/sbin: No such file or directory
[rpauser@node-zwf ~]$ cd nginx
[rpauser@node-zwf nginx]$ 
[rpauser@node-zwf nginx]$ cd sbin
[rpauser@node-zwf sbin]$ ll
total 3764
-rwxrwxr-x. 1 rpauser rpauser 3851672 Jun 27 06:08 nginx
[rpauser@node-zwf sbin]$ 
[rpauser@node-zwf sbin]$ 
[rpauser@node-zwf sbin]$ ./nginx -p /home/rpauser/nginx
[rpauser@node-zwf sbin]$ 
[rpauser@node-zwf sbin]$ 
[rpauser@node-zwf sbin]$ ps -ef|grep nginx
rpauser    9357      1  0 09:27 ?       00:00:00 nginx: master process ./nginx -p /home/rpauser/nginx
rpauser    9361   9357  0 09:27 ?       00:00:00 nginx: worker process
rpauser    9378   9161  0 09:27 pts/0    00:00:00 grep --color=auto nginx
[rpauser@node-zwf sbin]$ 
[rpauser@node-zwf sbin]$ 
[rpauser@node-zwf sbin]$