Code:
#include <d3d9.h>

/* Newton includes */
#define PRAGMA_PATH "newton"
#define PRAGMA_PLUGIN "newton.dll"

/* 
   1 meter = 32 quants
*/
float QUANTTOMETER = 0.03125;
float METERTOQUANT = 32;




#include "NewtonMain2.18.c"
#include "NewtonAPI2.18.c"

NewtonWorld* nworld = NULL;

#include "matrix.c"
#include "newton_materials.c"
#include "newton_main.c"
#include "newton_debug.c"


...is what I do. I copied the whole wrapper to a "Newton" subfolder and moved the newton.dll to my plugin dir.

Use newton_start() and newton_stop() to create and destroy the Newton world.
Each frame newton_update() has to be called.
Use newton_addentity() (check wrapper examples) to add dynamic entities to the physics world.
Static Entities can be added to the level geometry by setting flag8 in WED, level blocks are added automatically.

Removing dynamic entities has to be done via Newton command (don't know it right now). ent_remove() will be performed automatically afterwards.