Welcome! 
Iām going to answer a few of your questions out of order, just to take the simplest ones first.
The Harmony Hub
The smartthings hub contains two working radios, one for zigbee and one for zwave. For anything else, It uses its ethernet connection to either talk to some local area Wi-Fi devices or to go out over the Internet and talk to other Internet connected services. It doesnāt have any means at all for sending IR (infrared) or Bluetooth Commands.
Most home entertainment devices accept either IR commands or Bluetooth commands.
The Harmony home hub can send both Bluetooth commands and IR commands and has a huge database of over 500,000 home entertainment devices with the commands that they expect. It can also connect via Wi-Fi to your local network or out to the Internet.
So when you have your smartthings hub talk to your Harmony hub, smartthings can ask Harmony to send commands to home entertainment equipment.
This allows you to combine your home entertainment devices and your home automation system with all the many kinds of triggers that smartthings can handle, such as Geopresence, time schedules, light sensors, even knowing if someone is sitting on the couch.
So Harmony can do some things that smartthings canāt do and smartthings can do some things that Harmony canāt do and they work together very well.
I personally would recommend just getting the Harmony to use as your IR blaster, but there are some other alternatives as well if you want something simpler. But one of the big advantages of the Harmony is that it has great integration with the echo.
Github and Custom code
The following FAQ explains what custom code is. ( this is a clickable link)
And you use the quick browse lists in the community ā created wiki to find the custom code to use.
What else should I get and what else is smartthings good for?
I suggest looking at the āget startedā list in the project reports section of the quick browse lists. It should give you a lot of good ideas.
Window coverings
There are several options available now, depending on how much you want to spend and what style you were looking for.
If you take a look at the device class features FAQ, thereās a post there towards the end on window coverings which is a good place to start. It should be around post 55.
After that, if you go back to the quick Browse lists and look under project reports there is a list for window coverings that will have a number of different project reports from different people.
So that should be enough to start with. Welcome again.