Multi user testing

Well... LoadComplete is not for desktop applications.  It is for load testing web applications.

If you think about it... a Desktop app can NEVER have more than one user at a time.  They just don't work that way.  At least, not from the UI layer.  However, there are functions, methods, calls, etc., that the Desktop app can make to things like Web services, APIs, SQL server calls, etc., that are multi-threaded.  

So, what I would do (and have done in the past) is use TestComplete for the general single user functionality of your application.  Run through those functional tests.  Then, for the web layers (if they exist) design a load test using LoadComplete that ONLY simulates the web requests.  

For APIs, same thing.  API requests are typically REST or SOAP layer requests that can be simulated with HTTP POST/GET requests.