I am trying to create a concave moving shape using bullet physics SDK but cannot find how to do it.
Do you have any idea on how to achieve this?
I would suggest looking at "MovingConcaveDemo" which is in the Bullet SDK examples.
The project file is named "bullet-2.75\msvc\8appMovingConcaveDemo.vcproj" (where bullet-2.75 is the current version right now) if you're using Visual Studio 2008 but there are other projects as well for other IDEs.