Are there any limitation to the grafting so we could only graft a branch to another tree? Could we just use cell from the seed, or just a sprout, to graft onto the tree of the same species?
Tree grafting involves a rootstalk and a scion (part to be grafted onto the rootstalk). Here is a reference on the basics of grafting. Usually, this is done to combine the advantage of a strong or mature root system (from the rootstalk) with desired fruits or buds (produced by the scion). In this case, the roots of the scion plant might be sensitive, disease-prone, or just take a long time to develop (read more here). It is also possible to graft a scion onto the same variety of cultivar. Grafting refers to the joining of vascular cambium of a scion and a rootstock in such a way that they can share resources and continue to grow together (see previous links). As such, adding cells from a seed to a larger plant would not be grafting, because there wouldn't be that pre-established vascular tissue to connect with the vascular cambium of the rootstock. Additionally, a single sprout would not have a good chance of binding well to the vascular system of the rootstock (see link 2).
If you are interested in reading more about different forms of (non-seed) propagation, this resource describes the why/when/and how of grafting and layering (another technique that might help you, if you're trying to propagate only one tree variety as indicated in your question), and there are many great resources on youtube about the basics.