Hi vfgdfg,
You can take a look at the docs on this. There is a section in Havok Physics->Collision Detection->Creating Shapes. There is a section in there on Convex Vertices shapes. One note on using hkpGeometryUtility::createConvexGeometry(). You might need to perturb the vertices by a tiny amount to get good convex geometry.
There is also the option of providing a convex geometry from the modeller. If you have a car for example, you could just use a box if you wanted. Then have a more detailed render geometry. You'd probably want to use a better shape then a box, but that's the basic idea.
Hope this helps,
Sean