What do you mean by USB-C PHY? USB-C is the connector, and you can run USB 1.1/2.0/3.0/3.1 through it, but realistically a RP2040 can not feed even a USB 2.0 PHY.
A PHY for the USB PD communication over the CC wires. That makes it possible to negotiate things like Alt Modes for a USB-C connector. DIYing one is surprisingly hard due to the voltages and timing involved.