Certainly it is possible to build a vector with multiple genes. But don't forget that you will need each gene to carry its own promoter and be an independent expression cassette. In bacteria you can express multiple genes from one promoter, but not in eukaryotes (except in exceptional situations such as with IRES sites or similar).

There is no real limit but it is a matter of your ability to engineer the construct, which will be a reflection of the gene sizes and the restriction enzymes you can use.