You just create a mailbox associated with the hunt group, just like a mailbox associated with any other device. But I don't follow how you're going to use a hunt group to alternate between mailboxes.
The only way I can think that might work (but I have serious doubts), is to make the existing hunt group announcement or overflow station a CRA that routes to a new distributed hunt group who's members are two new CRAs that time out to two mailboxes.
In theory, the overflow or announcement station CRA plays a greeting with an option to leave a message. Using that CRA should break the hunt group routing and prevent the call from returning to the hunt group if an agent becomes available. Just using a new hunt group without a CRA won't break the routing, and calls will be pulled back.
Again, in theory, a distributed hunt group should alternate routing of calls between the two new CRAs that time out to the mailboxes.
Personally, I would use DEE and light multiple message lamps from the existing mailbox.