Adding PhysX as external depencie, How?

Hello Community,
I am trying to Add PhysX as an External Depencie but i dont know how to do that.
I downloaded PhysX SDK from Nvidia extracted it and now where to add the libs or connect it to UE4?
The Only really thing i want is to get pxvehicletank.h added to UE4.

Can someone explain (for non experts) how to do that?
Sorry for english. Thanks.