I'm importing a model and I woulk like to set as a DynamicPhysicsObject.
Running my application, it reports
at com.jme.app.BaseGame.start(Unknown Source)
Seems it's not possibile since it's a Node and not a Geometry, isn't it ?
If it was not possible, tell me how I can I relate my player to the physic world.
It is possible. The error you are getting results from using incompatible jars together.
If you have the source of jME and jME Physics 2 simply rebuild (clean) your workspace/projects. When you are using precompiled jars make sure to get new compatible versions (the jME Physics 2 releases come with matching jME snapshots; the jME Nightly works with current jME Physics 2 snapshots).
Collisions are only calculated between physics geometries. Those can be created manually, or with the generate method. They can be primitives (sphere, box, capsule, cylinder…) or trimeshes. You can view the physics geometries in a SimplePhysicsGame by pressing [v] - physics trimeshes are not additionally visualized, though.