Just wanted to reiterate: the two systems are 100% compatible. Casual and competitive games make virtually no distinction between the two, and WM-H, H-H, and WM-WM games are all common.
There are obviously differences in the rulesets - Fury works significantly differently than Focus, for instance. Be sure to consult/pick up the relevant rulebook - Prime mkii for Warmachine, Primal mkii for Hordes.