Folder protection – NGINX

After installing Easy Digital Downloads, received the following msg:

The download files in /var/web/site/public_html/wp-content/uploads/edd are not currently protected due to your site running on NGINX.

I am unsure if WPMUDEV is suppose to resolve this (being fully managed hosting) or am I suppose to via SSH server config? Unsure, as this is my first go with fully managed hosting.