Hi,
From player version 2.48 and forward, the default playback method is HLS [using HLS.JS] and therefore you need to either use Nginx with the vod module or a CDN capable of serving HLS manifests.
As an alternative, you can set disableHLSOnjs to true in the player's UI vars and it will play progressive HTTP instead but I wouldn't recommend it.
Any specific reason why you don't want to use Nginx with the vod module?