HI ：
1. In Exchange 2013 which role to install the DKIM Plus. HUB/CAS or Mailbox?
2. the requirements for the installation environment? Whether it is required to install the system need to be able to access the Internet.
3.In addition to my mail server has multiple domain names, DKIM certificate Sender domain how to fill?
4. In my environment the exchange Server Front-end hardware load balancing, that will be affected?

1. In Exchange 2013 which role to install the DKIM Plus. HUB/CAS or Mailbox?
HUB or Edge:

If there is Exchange Edge Transport Server Role installed, you just need to install DKIM plugin on this server.
If there is no Exchange Edge Transport Server Role installed, you just need to install DKIM plugin on every Exchange Hub Transport Server Role.

2. the requirements for the installation environment? Whether it is required to install the system need to be able to access the Internet.
It doesn't require internet connection during installing. The common Exchange environment is OK for the installation.

3.In addition to my mail server has multiple domain names, DKIM certificate Sender domain how to fill?
You can add unlimited domains in the DKIM manager, and you can generate different certificate for different domain.

4. In my environment the exchange Server Front-end hardware load balancing, that will be affected?
That is no problem.

More detail, please refer to:
https://www.emailarchitect.net/domainkeys/kb/dkim_exchange_2007_2010_2013.aspx 

3.In addition to my mail server has multiple domain names, DKIM certificate Sender domain how to fill?
You can add unlimited domains in the DKIM manager, and you can generate different certificate for different domain.

but in my environment ,we need the one certificate support two domain name. eg , a.com and b.com on my Exchange sever access domain .
the Doc examples
Sender Domain
DKIM signature is based on the domain of sender email address. It is nothing about your server name.

For example, if you want to sign the email from *@emailarchitect.net, please input emailarchitect.net to Sender Domain.

if have two or more eg : @a.com;@b.com email addrees, what I input the Sender Domain?
" a.com;b.com". It's that right?

You need to create b.com individually, and then you can select "i have a certificate ...", then select the same certificate from local disk for a.com, you can also create a new certificate for b.com.

notice: you don't have to use a certificate issued from third-party authorities, DKIM only uses certificate to store key pair, generating certificate by DKIM manager is recommended.