I believe MC can only learn IR commands that are supported by the devices selected under Options>Remote>Devices & Options, as show in the attached image. What do yo have selected in there?
MC doesn't need to learn the MCE commands, because it already knows them by default. But it can learn non-MCE commands without breaking the default MCE setup. It can also learn MCE commands if you wish to assign a different function to a particular MCE IR command.
Even so, I have had trouble getting MC to learn additional IR commands that should be supported via the "Remote, keyboard, gamepad or other HID" device, such as Alt-Key commands. Some of the reason for that is possibly that I don't have an IR keyboard to try to program those key combinations. But the Harmony remote I use is theoretically capable to producing them, so MC should learn them. The other reason is that the keyboard combinations I want to use are already assigned in Windows, so the Windows function is executed, rather than the command I am trying to execute.
My "Watch HTPC" activity control JRiver on the HTPC, and at the same time the volume control on my Receiver. It is certainly possible to control multiple hardware devices from the one harmony, by adding those devices and selecting their functions in the Harmony setup. But I don't know of any way to control multiple software applications from the Harmony, other than using such things as Event Ghost. After all, there needs to be some software on the PC that will redirect commands to the correct application. MC can't do that. It can only either respond to a command it receives from the internal processing of an IR command, or not respond because it doesn't understand the command.
If MC is out of focus, not all IR commands will work. But the Green Button will always work, as will some other IR commands. I don't know of any definitive, up to date list.