The default nginx packages on Debian Wheezy are 1.2.1 which don't include SPDY support. There are a couple of options here:
This is an option though less than ideal. I prefer to have all software installed and managed using apt. If you want to go this way there are several howtos available as well as nginx's own documentation. One advantage to installing from source is that you can tailor the build to include only the features you require.
Debian backports are a solid option. This is an official repo and will currently give you access to nginx 1.6.2. If you simply want a version of nginx that includes SPDY support this is probably the best option.
Update: at the time of writing wheezy-backports contained 1.4.6. The above paragraph has been updated. In addition ensure you install nginx-full or nginx-extras. nginx-light does not have SPDY support included.
Dotdeb are a third party repo that provide updated packages common in LAMP setups. They currently have nginx 1.4.7 available.
Nginx also provides deb packages for the stable and mainline nginx builds. If you don't just want SPDY support and either require or prefer a later version this will give you the cutting edge. Currently nginx 1.6 and 1.7 are available direct from nginx.
To add SPDY support to this site I used the nginx repos. This is a non
production site and I'm willing to use cutting edge software. One thing to watch
when using the nginx repos is that the included /etc/nginx/nginx.conf does not
include the line include /etc/nginx/sites-enabled/*;. If you are using the
sites-{available,enabled} directories, backup your /etc/nginx/nginx.conf file
or add this line in manually. If you choose to backup your existing config note
that it may require tweaking to get it working in the new version of nginx.
Once you have a SPDY capable version of nginx installed, enabling SPDY is a matter of modifying your listen directives:
server {
listen 443 ssl spdy;
...
To check that SPDY is working use spdycheck.org.