Heterocyclic compounds are ______ in nature

Heterocyclic = hetero + cyclic = different atom + cyclic compound

In heterocyclic compounds one or more carbon atoms of the ring are replaced by atoms of other elements, which are then called heteroatoms. Heteroatoms in organic compounds are usually nitrogen (N), oxygen (O), or sulphur (S) atoms.

Heterocyclic compounds are organic compounds, but they may be both aromatic and aliphatic.

Aliphatic heterocyclic compounds - just have $-/=/\equiv$bond + ring structure

ex. THF (tetrahydrofuran)

Aromatic heterocyclic compounds - have an aromatic ring

ex. Pyridine.

Hence, the correct option is option (C) physical.