NGINX Home Assistant SSL Proxy - Set custom location?

Could someone please help me understand where I would place this config with this addon?

I’m confused which file it needs to go in.

location / {
                proxy_http_version 1.1;
                proxy_set_header Upgrade $http_upgrade;
                proxy_set_header Connection "Upgrade";
                proxy_set_header Host $host;
                add_header X-Frame-Options "ALLOW-FROM xxx.tk";
                add_header Content-Security-Policy "frame-ancestors xxx.tk";
                proxy_pass https://sugarmate.io;
        }