For IIS on windows, see https://world.mendix.com/display/howto50/Set+up+Internet+Information+Services, especially the section "Rewriter configuration", you can add any request handlers you need to that configuration.
For Nginx on Linux, see https://world.mendix.com/display/howto50/Linux_Using+Nginx+as+reverse+proxy, The section "Static and dynamic content" already has the necessary configuration for the deep link module.
For any other OS/webserver combination, those two links should give you the information you need to figure out what to configure.