I am going setup a DAG in a brand new single-site two-server Exchange 2010 SP1 configuration, with both servers running CAS/HUB and MAILBOX roles and hardware-balanced CAS (no Edge roles nor Unified Messaging at all). I have read about this configuration on the Internet and everybody agree that it is a supported scenario, allowing HA using only two servers, but I see now that DAG need also a Witness folder and it hasn't to be located on a server partecipating into DAG. So, how it could be possible to use only two servers if both are giung to be added into the DAG?
You need a 3rd server for this. This can be any server with any other roles installed (Fileserver for one).
Good tutorial for your case.
It is a supported configuration, however you will need a third server as MadBoy points out.
A better option is to have three servers and place the hub role along with the witness share on it. The hub role doesn't require anywhere the resources that you are already placing on the other two servers.