Normally, harmonicas are sold already tuned, and they should remain like this for a long time. However, if you do happen to need to tune your harmonica, this is something that can be done. The idea is to work on the reeds as they are the ones responsible for producing the notes.
Now, depending on what you want to achieve, you can try one thing or another. If you want your notes to have a lower pitch, you should put more material towards the tip of the reeds, such as putty or solder. If you are interested in a higher pitch, you should remove some of the bronze at the tip of the reeds.