1. Request the subdomain setup from Engine Yard, telling them which slice (staging, production, etc.) to point at. They need to add DNS records pointing at the appropriate IP.
2. Add a new directory under /data containing wiki software – MediaWiki in this case.
3. Create a new configuration file under /data/nginx/servers. Anything in this directory with a .conf extension gets picked up in a restart. It should look pretty similar to the one from the application you’re already running, though perhaps with different root and logfile locations. I found a blog post with several sample conf files which was helpful.
4. Restart nginx using sudo /etc/init.d/nginx restart. It will tell you if there’s something wrong with your config.

And that’s it! I still need to spend some time with the syntax of the config files, particularly nginx’s version of rewrite rules. I couldn’t find any useful references online (at least, not in English), but I got a lot out of reading the code of Chris Wanstrath’s nginx_config_generator gem.