Door / Windows hardwired sensors, How to connect to Arduino MEGA 2560

Hi, looking for the right way to hook up existing sensors from an old security system.

An example of one of the door sensors is located here (gri-180-12):

http://www.smarthome-products.com/p-1938-gri-180-12wg-recessed-34closed-loopwide-gap.aspx

When it comes to the Internal pull-up resistor, are there any limitations? For example if I have 8 sensors can it still be used ?

If it's more reliable or needed with multiple sensors/zones can someone give me the ideal resistors/size for this? I've heard using a 10k resistor, but would that still work if it's attached to a single zone of say 4 sensors?

I tried searching but only find examples for a single sensor so just want to make sure i'm not missing anything.

Thanks
-TD

One Security Switch per Digital Input
One (internal) Pull-Up resistor per Digital Input.
Is that OK?

I believe your security switch with be CLOSED when the window is closed.

When you say "Zone" ...
Then you need to show a circuit diagram,
if it won't be one Security Switch per Digital Input.

EDIT ...
If ZONE means several switches in SERIES then no problem with one pull-up.