Open the DCI in the template and go to Instance Discovery.
Instance discovery method = Script
Next line = name of script in Script Library
Instance discovery filter script should be left blank.  Your script will be called from the Script Library as long you entered the script name in the line above.

Force an instance discovery poll to see if it works.

I tried the script, but it does not work:

Configuration like this:

General:
  Description = Average CPU {instance} utilization for last Minute
  Data Parameter = System.CPU.Usage({instance})    from NetXMS Agent (Integer)

Instance Discovery:
  Instance Discovery method = Script
  next line = System.CPU.Count
  Instance discovery filter script = your script

Thank you
Rainer

cpuCount = AgentReadParameter($node, "System.CPU.Count");

if (cpuCount == null || cpuCount == 1)
  return null;

array cpuArray;

for (i = 0; i < cpuCount; i++)
  cpuArray[i] = i;

return cpuArray;

Create script which query System.CPU.Count from the node and return indexes it as array (e.g. 4 cpu == [0, 1, 2, 3]), then use this script in instance discovery.