There are only two main limitations of the free Zorro version. You can not earn more than $30000 per year because we believe that's enough. And you can not use it for selling scam robots. The technical limitations are in place for enforcing those two rules. You can find a list under "restrictions".

Yes, you should definitely train your own strategies. A good Sharpe ratio and a low Ulcer Index are proxies of robustness. Robustness itself can not be really measured - it also depends a lot of the code inside your strategy. The less conditions are used for trade signals, the more robust is it normally.