Depending on which version of checkmk you operate, indeed it can handle dynamic configuration through piggyback data. See https://checkmk.com/cms_dcd.html. This is not exactly your usecase but you may setup some mechanism that collects the agent output from those dynamic hosts and puts them into a spoolfile (decorated with the hostname).
Once checkmk encounters such piggyback data (and the dynamic configuration daemon is properly configured), the hosts will appear and dissappear automatically in checkmk.
Or make the dynamic hosts send their agent output (via cron) to the checkmk server (as piggyback data).