Does CodeWarrior for Microcontrollers v10.x supports the CMSIS 2.0 DSP library?

You need to get the CMSIS library from ARM. The support for DSP instructions is implemented in an include file and is located in the distribution at the following location:

<CWInstallDir>\CW MCU v10.x\MCU\ARM_EABI_Support\ewl\EWL_Runtime\Runtime_ARM\Common_Includes\cw_cortex_M4_dsp.h

CWInstallDir is the directory where the CodeWarrior software is installed.

Note: This library provides the standardized intrinsic function interface to the DSP instructions of the M4.