First, I would recommend checking out the BEPUphysicsDemos (contained in the
main source download) for a bunch of examples.
For a static pinball ramp, a common approach would be to model it as a mesh and create a StaticMesh object from it. Check the StaticMeshDemo for an example of its usage. Only if it is a moving mesh should you use a MobileMesh, and even then, it's generally faster to use an approximation composed of simpler primitives (perhaps bound together in a compound shape).
If you find that the mesh detects collisions from one direction but not the other, then the sidedness of the mesh needs to be changed. A StaticMesh has a Sidedness property (and MobileMeshes accept a sidedness/solidity in their constructor). Try switching it to the opposite setting, or, if needed, set it to double sided.