Server has two 10GBASE-CX4 ports. client has 10GBASE CX4 HBA.
can theybe directly connected with a CX4 cable without the need for a switch? like SAS Infiband connectors?
Yes, it works perfectly fine without a switch. Give each system an IP on the same subnet.
I've run this setup with dual-port Intel CX4 10GbE cards between a VMware host server and a Sun x4540 storage unit.
Check if your NICs support auto-MDIX. I think it is a required part of the 10GE standard but I couldn't verify that.