The inventory has a Templates folder with a Physics Box and a Physics Sphere with physics. You can make new custom blocks based on them, and any object that has at least one physics block will get physics as soon as you tap Play.

In addition, physics script blocks will add physics to the object, if it wasn't already physical. You can use this to make an object physical even after the game already started playing. E.g. Add Force with an object input will make that object physical while having no other effects.