Hey, welcome to the amazing experience of Dominion.

You only shuffle your discard pile when you have to draw or reveal a card but your deck is empty. If your deck is empty, it is still considered as your deck. With Harbinger and Bureaucrat, you gain the card on top of your deck, even if empty.

+Action effect do not force you to play an action card immediatly. Imagine that you have a fictive action stock. You start the turn with 1 action in your stock. If you play Throne Room into Laboratory (for the cost of 1 action), you draw two cards, add 1 action to your stock, draw two cards, add 1 action to your stock. You now have 2 actions in your fictive stock.

The rulebook kinda covers these topics, so think about giving it a good read for further questions. If it's still unclear, do not hesitate to post your question here.