I'm attempting to listen to a course on music theory while working in Music Maker but whenever Music Maker is open all other programs become muted. I am using what I believe is the newest version as of 2/22/2020 on Windows. Any help would be appreciated.
Yes, that is what it does and the way it has always been for years since I started using it. You need a second audio card/interface to be able to output audio from other sources.
See my first tutorial on Getting Started in Music Maker and you'll see my external audio interface.