One very tedious and labourious way would be to figure out the spheres and cubes for each part of your mesh and create them in physics. Quite how you actually do that... I dunno.
Alternately, assuming you can, create a DBO file with all the meshes you want, do a
load object "whatever.dbo", ID
phy make rigid body static mesh ID
and you're done. That's what I did when I loaded a 'scene' from 3D World Studio.
If you want individual 'dynamic' objects - ones you can expect to move around in the scene, use
phy make rigid body dynamic mesh ID
I found the dynamic object I used caused problems so I switched to a box:
phy make rigid body dynamic box ID
After all it was a crate!
Pete Goodwin