php-cgi with nginx on windows

nginx.conf

# in block server
location / {
    root D:/project/www;
    try_files $uri $uri/ /index.php;
}

# pass the PHP scripts to FastCGI server listening on 127.0.0.1:9000
location ~ \.php$ {
    root           D:/project/www;
    fastcgi_pass   127.0.0.1:9000;
    fastcgi_index  index.php;
    fastcgi_param  SCRIPT_FILENAME  $document_root$fastcgi_script_name;
    include        fastcgi_params;
}

# run php-cgi like this: php-cgi -b 127.0.0.1:9000

More info nginx docs