I guys ,
thanks for your reply after some check i discover some newbbie settings was missing on my subdomain on plesk
I fixed the default document root for my subdomain from index.html  to default.aspx  then i was able to see subdomain portals

After that due too many test performed  I want to start with a clean install of DNN  and i rebuilt DNN installing it  on httpdocs/DNN and then I moved the root folder in plesk  from  httpcods to httpdocs/DNN

Starting from this point I  created a new portal on my dnn installation   and fixed the alias at forum.mydomain.net .

then i try to create an alias on plesk but was not working for me (blank page) and  when I create a subdomain  in plesk with the same root folder of the main site.... it was  working!!!

now my site config is  :  
mydomain.net    with rootfolder = httpdocs/DNN     relative path in DNN site settings is /
forum.mydomain.net with rootfolder = httpdocs/DNN  relative path in DNN site settings is Portals/x

Can someone confirm to me that this could be a valid approach or should I fix something other ?Can this setup create any kind of unpredictable issue in the  future  ?

The main reason that i look for subdomain definition in plesk instead Alias is that i need in some cases an email address pointing the Subdomain name .

@WES : thanks a lot i was checking that switching between site was requiring a login each time. UP to now is not so urgent  but i will have a look on your suggested module for sure :D

Regards