Hi @rjydev, welcome to the Cayenne Community.
In general, to connect an unsupported device to Cayenne you would choose the ‘Bring Your Own Thing’ option when adding a new device in our UI, and then run an MQTT client on the device with the credentials provided to facilitate communication with Cayenne.
Just poking around the Micro:bit website I can see it supports Python code, but I don’t think it will be able to use our Python client since it doesn’t have an OS (does it? does it have a filesystem you could clone our library to?)
If the device supports Arduino sketch code, it would likely work with our Arduino client, though it may need a new sketch to facilitate internet connectivity.
If nothing else, I’ll add it to our roadmap for future support from our end.