The main help files in physx are chm files, and are not visible from the ide, only a normal help info on the command is available from the ide.
Have you changed anything in the ide so that it loads code differently, as it sound like it cannot find the files.
One thing you could try in re installing the demo files.
if you have already tried that, see if its possible to load the files as source files.
apart from that I can't think of anything else you could try.
open to anyone else with an idea.
Dark Physics makes any hot drink go cold.