Millimeter-wave (mmWave) communication is a vital component of future generations of mobile networks, offering not only high data rates but also precise beams, making it ideal for indoor navigation in complex environments. However, the challenges of multipath propagation and noisy signal measurements in indoor spaces complicate the use of mmWave signals for navigation tasks. Traditional physics-based methods, such as following the angle of arrival (AoA), often fall short in complex scenarios, highlighting the need for more sophisticated approaches. Digital twins, as virtual replicas of physical environments, offer a powerful tool for simulating and optimizing mmWave signal propagation in such settings. By creating detailed, physics-based models of real-world spaces, digital twins enable the training of machine learning algorithms in virtual environments, reducing the costs and limitations of physical testing. Despite their advantages, current machine learning models trained in digital twins often overfit specific virtual environments and require costly retraining when applied to new scenarios. In this paper, we propose a Physics-Informed Reinforcement Learning (PIRL) approach that leverages the physical insights provided by digital twins to shape the reinforcement learning (RL) reward function. By integrating physics-based metrics such as signal strength, AoA, and path reflections into the learning process, PIRL enables efficient learning and improved generalization to new environments without retraining. Our experiments demonstrate that the proposed PIRL, supported by digital twin simulations, outperforms traditional heuristics and standard RL models, achieving zero-shot generalization in unseen environments and offering a cost-effective, scalable solution for wireless indoor navigation.