I should install cluster service, but when I'll install this feature, I'll must the reboot server ?
Generally thats not required
Then...What are the differences/advantages between create DAG service with IP (ClusterIP) and without IP ?
The biggest advantage is the the IP Less cluster requires less management and its NOT needed unless you have a 3rd party backup solution that requires it. I would recommend using IPLESS if possible One less thing to go wrong! :)
Another question...sorry...Because I have the DNS records already created and worked, when I'll create the DAG, I'll need to change something in my public and intranet DNS records (I've DNS disjoint, and the mail record point to the proxy then the client access throught the proxy to the mail servers)?
No, nothing needs to be changed there. Clients DO NOT connect to the DAG IP or even know about the DAG, they will continue to work as they do now after you build the DAG