Steps:

• Launch any supported Maya version
• Go the Windows / Settings Preferences / Plug-in Manager menu
• Search the  physx plugin and load it
• You should get a new PhysX shelf and be able to load the plugin

Troubleshooting:

• If the PhysX plugin is not there, check your environment variable setup
• If the plugin is there but does not load, look for errors in the script editor.

Installation:

• Extract the file to the desired installation directory.
• Set an environment variable called MAYA_MODULE_PATH pointing to the installation directory (containing the .mod file). E.g  C:\Golaem\PhysXPluginForAutodeskMaya-Windows
• Look here to learn more about how to set an environment variable https://help.autodesk.com/view/GOLM/ENU/?guid=glm_setting-env-vars-without-render-farm-manager

Details on Linux Installation: https://help.autodesk.com/view/GOLM/ENU/?guid=glm_linux