Your question essentially boils down to "how do I implement a thread pool?"
Writing a good thread pool is tricky. I recommend hunting for a library that already does what you want rather than trying to implement it yourself. Boost has a thread-pool library in the review queue, and both Microsoft's concurrency runtime and Intel's Threading Building Blocks contain thread pools.
With regard to your specific questions, most platforms provide a function to obtain the number of processors. In C++0x this is std::thread::hardware_concurrency(). You can then use this in combination with information about the work to be done to pick a number of worker threads.
Since creating threads is actually quite time consuming on many platforms, and blocked threads do not consume significant resources beyond their stack space and thread info block, I would recommend that you just block worker threads with no work to do on a condition variable or similar synchronization primitive rather than killing them in the first instance. However, if you end up with a large number of idle threads, it may be a signal that your pool has too many threads, and you could reduce the number of waiting threads.
Monitoring the "healthiness" of each thread is tricky, and typically platform dependent. The simplest way is just to check that (a) the thread is still running, and hasn't unexpectedly died, and (b) the thread is processing tasks at an acceptable rate.
The simplest means of allocating work to threads is just to use a single shared job queue: all tasks are added to the queue, and each thread takes a task when it has completed the previous task. A more complex alternative is to have a queue per thread, with a work-stealing scheme that allows a thread to take work from others if it has run out of tasks.
If your threads can submit tasks to the work queue and wait for the results then you need to have a scheme for ensuring that your worker threads do not all get stalled waiting for tasks that have not yet been scheduled. One option is to spawn a new thread when a task gets blocked, and another is to run the not-yet-scheduled task that is blocking a given thread on that thread directly in a recursive manner. There are advantages and disadvantages with both these schemes, and with other alternatives.