Cup your harmonica in your hands in such a way that you can enclose it completely to muffle its sound. By rapidly opening and closing your hands you will be producing a tremolo effect. By opening your hands wide and forming a megaphone you will increase the volume. No, not really. At first it is a little difficult to get just one note.
Many old timers play the harmonica just like that.
When you do, you are playing chords. And often it sounds rather nice. However, eventually you will want to be able to get clear single notes. This will come in time. Just keep trying.