You set up the devices, then combine them in to activities.
On the Activities tab in the software select Add Activity, then the manual method not the automatic, then the right type of WatchTV Activity, then specify the TV to display video, receiver to change channels, and HT to control volume.
If you're new to the Harmony, do it in stages adding one device at a time and test it's buttons on the devices page on the remote. Bear in mind that devices in Logi's database can have functions mis-labelled, swapped or not working at all, which will create headaches if you add them to an activity.
I found it handy to get a pen and paper and go through the commands, making a note of any anomolies.
What I wouldn't recommend is adding all the devices at once and then trying to sort the mess out afterwards. I know....I've been there!