No game require physx. It is always an option. Some games, Borderlands 2 for example, let you run the Physx with your cpu if you have an AMD gpu. It just doesn't run very well.
PhysX is thing that can run on every card (CPU actually). But theres advanced physX. Thats where process goes to Nvidia cards and make things better. But it works on Nvidia cards only. You can still run every game that supports advanced PhysX just not actually using that option.