Use Owin, it will make things easier. In terms of examples you can look at:
https://github.com/damianh/NancySignalrOwin
That's probably the easiest / best example.
Basically you want to create a startup file and specify a path for Nancy to use.
public partial class Startup
{
public void Configuration(IAppBuilder app)
{
app.Map("/site", siteBuilder => siteBuilder.UseNancy())
.MapSignalR();
}
}
Then start your WebApplication normally in your program file or where ever you start it. And SignalR and Nancy will be picked up.
Edit: Map/MapPath come from Microsoft.Owin package.