"I need to validate with jQuery Validation Plugin a combobox component: jqxComboBox. This component is applied on a div."
As you learned, you cannot use jQuery Validate to validate a div. You can only validate input, select and textarea elements that are within a <form> container.
Quote OP:
"This component generate an input type hidden to hold selected value. I have also tryed to apply validation rules on that hidden component, but this do not works: form is submitted also when hidden has no value."
Putting the value inside a hidden input element is an acceptable workaround.
However, by default, the jQuery Validate plugin will ignore all hidden input elements. Simply change the ignore option to [] in order to ignore "nothing". Set the ignore option inside your .validate() call along with any/all of your other options.
$('#yourform').validate({
// your other options, rules and callbacks,
ignore: [] // <- ignore nothing - validate hidden elements
});