TL;DR: You cannot add a module to the already-installed NGINX. Read on for why, and possible solutions.
nginx package that is already installed on your system, whether from the main repositories or not, is already compiled with the modules set forth in the system. This goes for any of the nginx PPAs (from the nginx team), too. Since the binaries are already compiled with a set of modules, you can't "add" any modules to that without a bit more work.
To add the
http-auth-digest module, you'll either have to find someone who can create a customized package for you in a PPA that you can use to update the software and make it work; create a customized Debian package for you with that module in it; or build, compile, and configure from source yourself.