Hormones are like that. Once released into the bloodstream they have wide-ranging effects depending on the cells in question. Some cells will respond to the hormones, others won't. Some actually enter the cell. You mentioned one hormone, Medroxyprogesterone Acetate.
All steroid hormones work in the same fashion.
They generally enter a cell by diffusing into it through the cell membrane. Furthermore they then enter into the nucleus of the cell, bind to chromatin and activate the production of RNA which eventually leads to a production and manufacture of a host of other enzymes and proteins. These enzymes and proteins can change the behavior of that cell. Picture a cell as an automobile factory. The hormone is a new executive with a lot of clout.