This assumes you have installed OpenResty on a Linux system.

Create directories that will contain your Nginx files.

mkdir --parents /opt/openresty/conf
mkdir --parents /opt/openresty/logs

Create the Nginx configuration file.

touch /opt/openresty/conf/nginx.conf

Add the following to nginx.conf.

worker_processes  1;
error_log logs/error.log;
events {
    worker_connections 1024;
}
http {
    server {
        listen 8080;
        location / {
            default_type text/html;
            content_by_lua_block {
                ngx.say("<p>Hello World</p>")
            }
        }
    }
}

Start the Nginx web server.

/usr/local/openresty/nginx/sbin/nginx -c /opt/openresty/conf/nginx.conf

In a web browser, navigate to the hostname of your system running OpenResty on port 8080, and Hello World should be displayed.