All the notes sung are harmonious with each other. They fit each other, they usually blend with the underlying chord - they are harmony.
As a very good guitarist, a person singing harmony to another will be listening to that person's vocal, but also to the guitar chords, which should contain most of what the harmoniser needs to work with. The intervals that go together nicely are thirds and sixths - inversions of each other, fourths and fifths, both of which can sound 'hard'. Not difficult hard, but not blending too harmoniously. But sometimes, to form a phrse that works against another's melody line, 4ths and 5ths are needed.
If you think if a basic major triad, there's a 3rd between 1 and 3,(C>E) another between 3 and 5,(E>G) and a 4th between 5 and 8.(G>C) The missing link is a 5th between 1 and 5 (C>G).
I mentioned good guitarist earlier. I've worked with several vocalists who play no instruments, but could harmonise perfectly, almost spontaneously, certainly with a little rehearsal. And I really don't know how! If I did, I'd bottle it and make a fortune! Certainly not great lessons or theory, just naturals. Like Simon and Garfunkel.
All that may be on the wrong tack, but related nevertheless. The notes played on guitar, in this case, all belong to certain chords which work in conjunction with others from the same key. The guitar is playing quasi arpeggios, made up from notes which constitute chords. These chords would have been established as the song was written. Maybe spontaneous, maybe blood, sweat and tears to produce a beautiful song. It could be that half way through, they wanted a particular note, and spent ages trying all sorts of ideas until the one we hear popped out.