Just found my answer through the support at wpengine.com (which is second to none).
All user data (log-in info etc) created on main site is also accessible from a subdomain on a multi-site. Therefore anyone purchasing an membership course on a shopping cart on the main site (in this case woocommerce) is able to use the login info generated (and sent via email) to access the private members only subdomain, which will also have a record of the user stored on the entire network.
No to actually see if it works. 🙂