Using your UI on imported data for classification and annotation

Yes, you can set "choice_style": "multiple" in your recipe config to allow multiple selections. The collected annotations will then contain a list of all accepted option IDs, for example: "accept": ["SUNNY", "HUMID"].

Yes, that makes sense! If you're planning on exporting the data and training afterwards, you can focus on using Prodigy as an "annotation workflow builder", to create different interfaces to collect the exact data you need as efficiently as possible. Once you're done annotating, you can export a dataset to a JSONL file:

prodigy db-out your_dataset > your_data.jsonl

Btw, you might also find this thread interesting, which explores a similar concept: Highlighting the matching words for text classfication