You can create the figure numbers with a simple counter in R; see one example here. The problem is whether the markdown renderer will render the figure caption for you: R Markdown v1 won't, but v2 (based on Pandoc) will.
I do not know. There is no direct way to insert a label as an identifier for figures, so it is probably not possible to cross reference figures with pure Markdown. Once you've got issues like this, think (1) do I really need it? (2) if it is intended to be a document with a complicated structure, I think it is better to use LaTeX directly (Rnw documents).