I know I'm kinda late. But to answer that Question:
No microSD, no SD, no Storage Extensions whatsoever.
There is free Cloud Storage, though.
Also, yesh, you can use the Lumia 920 as Mass Drive on your PC, even better, it's some kind of PIN-locked Mass Storage with 32GB.
That means, you can't access the Mass Drive if the Phone's locked with a Code! Once it is connected and you unlock it, you've got Access to the Drive.
So basically, your Data is pretty much secure from other People who don't know the Code to unlock the Phone. I really like that!