The Magix Vocoder (not orange) can use other tracks as the modulator rather than the wav files so point the vocoder to the track with the melody. The Magix Vocoder is no a track effect and has to be applied to individual file in the time line.
Try to duplicate simultaneously the vocoded object (i.e. place the same object in 2 tracks and apply the vocoder individually to each one of them with your desired note) when you play the sound, it will be in different chords.