Hello Jordi.

README.Debian suggests adding this line:

  include /usr/share/doc/fcgiwrap/examples/nginx.conf;

Since the file may be used "as is", I think the it would be better
placed somewhere under /etc/nginx/snippets, which is a place for files
that may be included, so the suggestion would become something like this:

  include /etc/nginx/snippets/fcgiwrap.conf;

Thanks.