Nginx – (Serving PHP) Does Apache2 will create new thread on every connection

You should use prefork when using apache + mod_php. The FAQ clearly outlines the reason why:

http://www.php.net/manual/en/faq.installation.php#faq.installation.apache2

Why shouldn't I use Apache2 with a threaded MPM in a production environment?

PHP is glue. It is the glue used to build cool web applications by sticking dozens of 3rd-party libraries together and making it all appear as one coherent entity through an intuitive and easy to learn language interface. The flexibility and power of PHP relies on the stability and robustness of the underlying platform. It needs a working OS, a working web server and working 3rd-party libraries to glue together. When any of these stop working PHP needs ways to identify the problems and fix them quickly. When you make the underlying framework more complex by not having completely separate execution threads, completely separate memory segments and a strong sandbox for each request to play in, further weaknesses are introduced into PHP's system.

nginx + php-fpm is also an excellent way to run php applications. nginx has native support for FastCGI and php-fpm is one of the best ways to run php in a FastCGI environment. See the php documentation here:

http://www.php.net/manual/en/install.fpm.php

If you're not satisfied with the decisions that your server management software (virtualmin) makes, you have a few choices:

1. Get the vendor to change the software or at least provide additional functionality so it works how you want
2. Change it yourself (which in this case appears to be at least possible since it's GPL)
3. Change management software to one that does it your way
4. Do it by hand
5. Pay someone to do it for you

Since you're asking here, you're probably in situation (4), so for this case, you'll need to learn about nginx configuration. I'll let you search the web for advice on how to configure nginx with php-fpm and how to use nginx as a proxy for apache, there are plenty of articles available. However, the interesting directives for you will be fastcgi_pass and proxy_pass

I'll leave you with a recommendation to learn one of the standard configuration management tools such as cfengine, puppet, bcfg2, or chef to automate the configuration of the services you want to provide. Each of these tools attempts to manage your configurations without imposing restrictions about what that configuration (or even what software) you are permitted to use.