first please you explain what you'd like to achieve...

what you mean with Add-in? what should it do?

I want to create a sharepoint add-in (known as Sharepoint App in earlier) with Nintex form and Nintex workflow. So when I publish the Add-in (Sharepoint hosted App), the Nintex forms and workflows also will have to be publish. 

do you mean you want to include nintex forms and worklow wsps into your's solution installation package?

I do not think it's a wise idea, nintex publishes new versions quite often, so you would need to rebuild your app regularly as well.

I think just setting up installation dependencies would be better.

I don't relay mean the wsps. I'm expecting for the suitable solution. If setting up the installation dependencies would be better, How can I setup the dependencies? can you explain with any simple demo? 

I'd recommend to follow procedure described in nintex SDK documentation. it should guide you through whole project setup phase

https://help.nintex.com/en-US/sdks/sdk2013/#Walkthroughs/WK_NAV_NWF2013.htm%3FTocPath%3DNintex%2520Software%2520Developm… 

Thanks ‌.

Can I use this SDK to develop the add-in for O365 (Not for on prime)

no. O365 provides REST API inteface

https://help.nintex.com/en-US/sdks/sdko365/#Welcome-O365.htm%3FTocPath%3DNintex%2520Office%2520365%2520API%7C_____0