How much weight will they hold?
They can hold up to 10lbs in just drywall, but up to 40lbs if you get your support nails into wood studs.
What kind of mark is left on the wall?
The tiniest of a hole is made by the marking pins that anchor in the wall. The hole is to show you exactly where to put the nail.
Will it work for plaster walls?
Yes, it will work on plaster walls. Just make sure you press the hanger into the wall hard enough to leave a mark. Also, do not let go of the frame, just drive a nail into the marks left by the hanger and hang!