"Often machines are linked together in a way that allows a group of machines to offer a particularly large prize, or "jackpot." Each slot machine in the group contributes a small amount to this progressive jackpot, awarded to a player who gets, for example, a royal flush on a video poker machine or a specific combination of symbols on a regular or nine-line slot machine. The amount paid for the progressive jackpot is usually far higher than any single slot machine could pay on its own.
In some cases multiple machines are linked across multiple casinos. In these cases, the machines may be owned by the manufacturer, who is responsible for paying the jackpot. The casinos lease the machines rather than owning them outright."
This comes from wikipedia. The question of "how" will have to be redirected to the owners or engineers or leakers out there.
As for the amount of casinos, it depends. It can be a couple or over a hundred when it comes to names like Megabucks. Im sure some research will give you a good understanding.
If you fear loosing, just try playing online slots for free instead. It may bring you much more joy, much less gray hair, and save all of your cash.