The 12 Bar Blues is a pattern of chords which repeats every 12 bars. It is the most common progression in Blues music, and is used extensively in Rock and Jazz as well. If you can think of the sound of any Blues song you have heard, it is very likely to use the 12 bar format. In Blues, many songs have a vocal line which is sung in the first four bars and then repeated in the second four bars (bars 5 to 8). This is usually followed by a new vocal line which is sung in the final four bars of the progression (bars 9 to 12).
The vocal lines fit into these bars in the progression but usually do not take up the whole four bars of each line. In a situation where the vocalist is accompanied by other musicians, one of the instruments (e.g., harmonica) plays fills in between the vocal lines. In this situation the vocal line usually lasts approximately two bars and the fill played by the instrumentalist finishes in the next two bars to allow for the next vocal line. This is called call and response and is a central element in Blues music. A typical example of call and response is given here.
Another important aspect of this first example is that it demonstrates the role a harmonica often plays when accompanying a vocalist rather than playing a solo. Of course, when you play a solo you can play in every one of the 12 bars of the progression, but when playing with a vocalist it is important not to play over the top of what they are singing.
Traditionally many of the great Blues harmonica players (e.g., Sonny Boy Williamson, Little Walter, Junior Wells) have also been vocalists, so they never have this problem. If you are not the vocalist, it is important to remember the use of silence right from the beginning. Vocalists and other musicians can get annoyed with harp players who play over the top of everybody, and beside this, the audience always wants to hear the words of the song.