How to automatically generate DAO classes for my DB tables
Installing civix and generating Extension using civix is the correct way you can find more details in the below link
http://wiki.civicrm.org/confluence/display/CRMDOC/Create+a+Module+Extension

Or

For shortcut create an hook_civicrm_install and use the statement 
 $sql = "CREATE TABLE ";
 $dao = CRM_Core_DAO::executeQuery( $sql );

The above code will do the trick - but always try to use the first method using civix