I am using a Japanese 109-key keyboard. I can use the zenkaku (全角) toggle key to switch between romaji and hiragana input, but the katakana/hiragana/romaji (カタカナ・ひらがな・ローマ字) toggle key has no effect.
(I'm using Ubuntu 16.04)
I do it this way:
Open mozc setup (i.e., Mozc settings) and assign your favorite keys
Katakana/Hiragana/Romaji keys are for some particular input methods available in Windows and are from the 20th century...
You can also type Katagana if you you right click on the mozc image on the task bar and select composition mode, there you will have the option of selecting which characters you want to use.