You wont be able to run PhysX off an AMD card, but you can still install PhysX drivers and run it off the CPU.
However I ahve found that games tend to not give you a PhysX option at all without an Nvidia card, and running PhysX off the CPU gets you pretty horrible performance (which may have something to do with Nvidia hobbling PhysX on CPU it with inefficient code).
I was wondering whether i would be able to use the PhysX feature on an AMD GPU? How do i get it to work? do i have to install anything?
if you're talking about gpu accelerated PhysX the answer is not. just don't get it confused with game that are using PhysX as their primary physics engine. for example all Unreal Engine 3.0 based games have PhysX because PhysX is the one of the core component of UE 3. but all the physics calculation are still done by cpu. the type of PhysX that nvidia usually promoting like the one in Batman Arkham series are much more advance type of PhysX that get the help from the gpu (well nvidia gpu) to calculate much more complex physics simulation.