All EVGA graphics cards in the GeForce 8 series or higher will support PhysX.

To enable PhysX right click on your desktop and select NVIDIA Control Panel (NCP).   Open the 3D Settings menu tree on the top left of the NCP. Select Set PhysX configuration. Enable PhysX and select the specific GPU you would like to use if you have multiple cards. You can also enable the PhysX visual indicator as shown below.

If you have the most current drivers it will enable automatically.  If you wish to adjust the physx settings.  This can be done under set PhysX settings.  You can chose which card or CPU is handling the PhysX.