Hi Liu
About constants: https://docs.mendix.com/refguide/constants
For the nanoflows. If you check in the network tab of the chrome developer tool, it is not loaded on every click. They are stored in the session. (you can check this in the browser console with the Javascript code executed mx.session.getConstants() So every time a new user starts a session this information is send.
Not sure how this is done on the server side;
https://docs.mendix.com/developerportal/deploy/environments-details#3-2-constants
Cheers, Andries