Hi there cooldude234,
you add morph targets to your objects, then add the objects to your figure.
In scene mode, it is the actual objects, attached to your figures bones, which have the morphs.
The "certain things to make it show" are 'animating your morph targets'.
These vids might help:
Adding morph targets to object
Animating morph targets. (making them show in scene mode)
&feature=related
The only thing missing there is adding the objects to your figure. (although the end of the 2nd vid does show briefly and simply, without 'skinning'. )
Having a sequence added to the same figure is fine. Morphs will still work.
Hope that helps.