XNA is a platform sollution from Microsoft to develop games for Windows and
the XBox. based on the .net platform.

Here is a little vidio showing how the XNA game Studio from
Microsoft is used to "click" together components of a game.

http://xnateam.members.winisp.net/Videos/gamecomponentsdemo.wmv


Here some more info on that system


http://en.wikipedia.org/wiki/Microsoft_XNA

I know that XNA has not integrated a physic engine.