first you really should read the PhysX Guide.
After that, look into the Snippets and then into the Samples to understand how PhysX works.
[I hope you are not a newbie into C++ coding, because it seems to me…]
Please read the error message, it already says everything to solve this issue.
A hint: PxCookingParams doesnt have a default constructor.
You must give them valid parameters like this:
PxInitExtensions(*mSDK); //Init the Extensions like cooking where mSDK is a pointer to PxCreatePhysics
toleranceScale.mass = 1000;
toleranceScale.speed = sceneDesc.gravity.y;
bool value = toleranceScale.isValid(); // make sure this value is always true
mCooking = PxCreateCooking(PX_PHYSICS_VERSION,*mFoundation,PxCookingParams(toleranceScale));