As mentioned previously, call and response is a typical Blues technique where one instrument or voice answers another. In the following example, the harmonica does not play in the first two bars.
On the recording, the guitar in these two bars and then the harmonica answers in the following two bars. When the example repeats, space has been left for you to play the response. When you are copying a phrase played by a different instrument (in this case guitar) you may have to change some of the expressions to suit the harmonica, but try to imitate the articulations of the original phrase as closely as possible.