When something is physical it's really there. You can see it, touch it, taste it, hear it, or smell it. The physical world is all of the stuff around you.
When your doctor performs a physical, he or she is checking out your physical self. They're probably going to take your temperature, draw blood and listen to your heart and lungs. You may be asked a mental health question or two, but they're not going to ask you how you feel about God or what the meaning of life is. In physical education, you do physical activity. You move your body to make it healthier.