Ok try this
http://www.newtondynamics.com/downloads/NewtonWin-2.25.rar
there are problems with the SDK and the asycronous physics update when changing demos from the menu, but if you take the DLL or library you the bug should be fixed.
I will fixed thing this week.
I did not have time to make the optimized closest distance, so I enabled the naive one which works fine for shapes with small number of subparts.
That will let you continues until I write the more sofisticated one which is one order of magnitud faster for very complex meshes.
the demo show the calculation on closest distance in between different shapes with a coumpound shape.
I hope this is what you wanted.