that depends upon the device. i've found that some of my devices included discrete commands that weren't on the oem remotes. with others, i've found online hex codes for discrete commands and have sent them to logi to add to my database for that device.
in the case of my denon receiver, it did not include all the discretes for the sound fields or for the vol +/- for separate surround channels, but logi added them all to my setup after i sent them the codes i found online, and now i can control all from my harmony remote.
I believe there's also a new online tool that allows users to submit hex code commands to their harmony remotes as well but I haven't tried it.