In older passengers (3.0.0) it was possible to configure the standalone nginx passenger (passenger start). In the .passenger-Dir there was a complete nginx installation (3.0.0-x86_64-ruby1.9.2-macosx-10.6/nginx).

In 3.0.2 there only is a sbin-dir. the config directory is missing. Where can I find the config files?

From here:

We do not plan on supporting this. Phusion Passenger Standalone is meant to be its own web server, designed to handle the most basic use cases very very well at the expense of customizability. That it happens to be using Nginx under the hood today is an implementation detail that the user should not bother with; it may very well happen that we one day swap Nginx with something else. If you want any kind of complex customization you should use Phusion Passenger for Nginx instead.