There’s a MathJAX plugin that supports MathML. Markdown also lets you insert arbitrary HTML markup, so there’s nothing stopping you from inserting whatever markup you want, but I’m not very familiar with MathML.
As Perlkonig said, you can use any HTML alongside Markdown. MathML in Markdown is fairly much easier than in HTML (given that you’re comfortable with the general MathJax syntax), just take a look at the examples in Sommeregen’s plugin.
One thing to note is that you generally want the default option of using the linked MathJax-library, via a CDN, rather than a self-hosted variant as that will slow down page-load quite a lot (MathJax is quite a large library).
I found that inserting mathml code inside a .md document, is just like inserting it in normal .html file (if I open it in firefox, I don’t even need a plugin, just like normal html file)
So, does that mean I can add any other html codes in .md file just like normal .html file?