These libraries (from NVIDIA PhysX System Software v2.8.3) can be useful, if you do not have appropriate version of NVidia PhysX engine installed on your PC. Just extract them from archive to the main Xash3D directory (or in xash\cl_dlls XashXT's folder) to enable built-in support for PhysX effects in XashXT. If you already have recent enough version of PhysX installed, you don't need to download them.
Not really optional, can't finish test_1 without ir bc boxes wouldn't get launched.