Requests between webservers in Nginx

So I've got 2 servers up and running on my Nginx server. Both are working/routing correctly, and I've made one a subdomain of the other:

api.example.com
&
example.com


If I need to communicate between the two do I still just make a request to
api.example.com
? Is that request going out to the internet and then back to Nginx, or is there a way to tell Nginx just to make the request directly?
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