In step 2 of the installation instructions "Step 2: Install the module" there's an old command for OXID 6.
In OXID 7 you have to register the module as a repository and then install it:
composer config repositories.nexi-checkout/oxid7-main path source/modules/nexi-checkout/oxid7-main
composer require nexi-checkout/oxid7-main
vendor/bin/oe-console oe:module:install source/modules/nexi-checkout/oxid7-main