Does this CPU include integrated AMD Radeon Graphics, and how does its performance compare to a dedicated graphics card?

Yes, this CPU includes integrated AMD Radeon Graphics.

Is the AMD Ryzen 5 9600X compatible with DDR5 RAM, and if so, what is the maximum supported memory speed?

Yes, the AMD Ryzen 5 9600X is compatible with DDR5 RAM, and the maximum supported memory speed is DDR5 5600.

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AMD Ryzen 5 9600X - Ryzen 5 9000 Series Granite Ridge (Zen 5) 6-Core 3.9 GHz Socket AM5 65W AMD Radeon Graphics Processor - 100-000001405