Click here for download instructions. I am not speaking about technique. But their sound is much different from your harmonica.
Most professionals cheat.
They use special microphones and amplifiers that actually change the natural sound of the harmonica. But in all fairness I should tell you that what you hear from your harmonica is not the same sound that someone standing directly in front of you is hearing. You are hearing it partially from the inside, through your throat, nasal passages and up into your ear canal. Then you will hear more of what others hear as the sound bounces off the walls. Also everyone has a slightly different harmonica voice.