Number of supported devices

It depends on the specs your slave is running on. You can get more information in the documentation:
https://checkmk.com/cms_cmc.html#The%20(CMK)%20micro%20core

The performance data is stored on the slave and get’s only transferred automatically in CEE. But you can write a cronjob to just rsync the data (eg. hw/sw inventory) over to your master, it’s also explained in the docs.

For the graphs you can configure a reverseproxy connection to your slaves.