Installing Nintex Workflow on a multi-server farm is exactly the same as installing on a single server. When you install on any Web Front End, the solution will be deployed globally. When required, you will have to activate the Nintex Features for that team site/ site collection.
You will only need to run the MSI (Nintex Workflow 2010) or EXE (Nintex Workflow 2013) on the server hosting Central Administration. Then you'll need to deploy the solution packages via Central Administration for the servers you require. When you deploy the farm solution via Central Administration, SharePoint deploys the Nintex Workflow files and DLLs.
To get there via Central Administration, go to System Settings and then Manage Farm Solution.