Can I add an Arbiter node in the same server of my Config-Server?
Yes. You can add an Arbiter and a Config Server in the same machine.

Generally, you should avoid setting 2 DB process in the same machine because:


Its harder to provision/estimate the machine resources for 2 process running simultaneously
Its usually cheaper to have 2 low-end machines than 1 high-end (horizontal x vertical scaling).
Some resources can't scale in your environment. E.g: network bandwidth.


However, if you want to share resources only with an Arbiter and Config nodes, since they require much less resources then a Primary node, this configuration is quite good.

The following article shows how you could set up your environment with nice images: 
http://www.kchodorow.com/blog/2010/08/09/sharding-and-replica-sets-illustrated/

Setup: 3 replica sets


M = Master
S = Slave
A = Arbiter  

Configuration: 3 servers


C = Config Server
No letter = mongos  

Since this configuration mixes things, you can achieve high availability and sharding using just 3 servers.