The reproduction steps are fairly simple:
i) Make a whatever project
ii) Add this to some header:
#include “PhysicsPublic.h”
#include “PhysXPublic.h”
#include “PhysXIncludes.h”
#include “ThirdParty/PhysX/PhysX_3.4/Include/geometry/PxTriangleMesh.h”
#include “ThirdParty/PhysX/PhysX_3.4/Include/geometry/PxSimpleTriangleMesh.h”
#include “ThirdParty/PhysX/PxShared/include/foundation/PxVec3.h”
iii) …
iiii) Profit! 
Taken from St.Rama and St.vebski tutorials:
P.S.
Please don’t take this personally. I sincerely believe, that every staff member out there wants to help. And i am really grateful for your answer. But we all work under corporal supervision, which tends to be rather immoral.
I am working with UE for around half-a-year already. What i (subjectively) see is, that the general tendency is as follows:
No valid, up-to-date API documentation. The online documentation is at most javadocs without any comments, that don’t explain what particular API actually does. And at worst just plain wrong. I found more solutions out of source code reading. And as good of a way as it may be, it’s gratuitously time-consuming, don’t you agree?
No manuals. It may take up to few weeks to find the manual, written by the great guys like i mentioned above, and it will be for the outdated UE version. So, no manual worked for me straight. I had to patch it to work. And it is the best of cases.
Out of characters, so continuing in the comment below…