If you operate the MCP "directly", it pretty much needs to be on another
machine. If you want to run it on the same machine with FS, then install
one of the PM panels to replace the panel you are using for the FS aircraft.

You can use the pm747panel, pm737panel, or the pm a3xpanel. Then you keep
MCP in the background and all of the MCP controls are accessible within FS.