When playing with a band, it is often necessary to amplify your harmonica. This can be done by using a harmonica microphone such as a Shure "green bullet" (as shown) and plugging it into an amplifier (usually a guitar amplifier) or by playing directly into a vocal microphone through a PA system. It takes practice to play well with amplification, so if possible it is best to rehearse regularly with your amplified sound before playing live.
Although you can easily play with a vocal mic on a stand, it is more common to hold a harp mic in your left hand and control the harp with your right hand when playing amplified. This takes practice and is worth developing at home and in rehearsal before attempting it on stage. You may experience problems with unwanted "feedback" at first. This can be overcome by not standing too close the front of the amp and adjusting the volume and tone knobs on the amp until you get a good strong but controlled sound.