The newer Physics Helper XAML project does not support behaviors because Behaviors are not yet available in Windows 8/WinRT XAML.
However, a community project has sprung up to support WinRT Behaviors here -
http://winrtbehaviors.codeplex.com - and if I get the time I may try to bring behaviors in using this.
Also, it is quite probably that Behaviors will be available in a future release of WinRT XAML.
But until then, if you want to use Physics Helper XAML to do WinRT/WP7/SL5 development, you won't be able to use Behaviors (see the Documentation page for details on how to do use without Behaviors).