yes, you can only have one version of nginx installed. To compare it with Apache, you can install single modules using apt/yum or whatever, because Apache allows you do load them dynamically (e.g. it can load .so modules from a given directory for example).
Because nginx does not allow that, every single nginx package will uninstall all others - because it does not only include some modules, but a whole nginx (since it does not allow dynamic module loading).
Hmmm, the one from pagespeed seems detailed enough: https://github.com/pagespeed/ngx_pagespeed
The ./configure, make and make install process is always the same - the important things are the parameters (like in the guide above, how they add modules).
Just be brave, you'll manage it