Does anybody know a website or something where I could find some tutorials? I tried the documentation but I can't understand anything...
Something simple like: how to implement gravity or anything else would get me started...

I searched all over the web,and if I found any tutorial,the tutorial is very old and it won't compile.

Are you using the old 2.8.x version of PhysX (since you were talking about very old tutorials)? If that's the case, I suggest you switch to 3.2 while you still can. It's much better than the old one and the documentation that comes with it is very comprehensive and should be easy to understand for a first-time user. There are also basic examples that will help you get started.

agree with @fanwars, PhysX 3.x documentation is very comprehensive and should be more than enough.

I started with PhysX 3.x month ago.. documentation a getting started document are perfect, but its not tutorial in a way "lets do this". Tutorial would be better... but I looked and found nothing. For some purposes, 2.8 tutorial can be used... but SDK has changed significantly since.
Some useful links (but for PhysX 2.x)
http://www.physxforq...hysX_Actors.htm

Second problem for me are samples, that are very poor compred with eg. graphics samples provided by NVidia or Microsoft.
Anyway.. before PhysX i tried Bullet (the worst API i have ever seen... no doc, no comments in code... ) and ODE... PhysX is the best for me from those APIs.

I found PhysX 3.x related simple tutorial: http://mmmovania.blogspot.cz/2011/05/simple-bouncing-box-physx3.html .. if it helps someone