Surrogate key in a datamart

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I have 32 dimensions for three fact tables, and i'm currently working on SQL Server 2012 !

As SQL Server's foreign keys are limited to 16 per index, does it mean that i have to use a surrogate key to index my data in the fact tables ?! Or is there another solution for this issue ?

As my ETL is executed every month, should i check before every datapumping that the datas(foreign keys concatenation) i'm inserting don't already exist ?!

If i decided to work with a surrogate key and as i'm using Mondrian cubes(pentaho), is the workig way(creating the schema) the same or is it different than the normal way ?

Thank you.

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