is there a some demo or video which shows ph_rope in action?

Not that I am aware of. Why would you need a video/ demo of that, do you have trouble implementing it?
Note that "ph_rope" is just a joint between two physics entities, no actual rope. If you want to simulate a rope you'd have to let's say create 20 (invisible) physX objects, connect them via ph_rope and then use some way to connect a visible but passable rope model to the chain of entities.

i have not yet decided to use it and i just would like to see some results if someone has already used this feature.
like you say, i guess i need to create multiple entities, connect them with ph_rope and later this entities connect to the bones of rope model