I just did something similar last week, had no idea what to do when I started, and fumbled my way to an acceptable end result by disregarding the key of the song - which was a straight ahead 1, 4, 5 in G - and instead looking at the notes being played and choosing the appropriate relevant scale, which in my case turned out to be the F-Major scale. I also chose to play the higher part with the harmonizer adding notes a third below what I was playing, a strategy I've seen recommended many times, especially with vocal harmonizers.
The instructions on Pages 175 thru 180 in the manual are easy to follow, so after adding the desired rig profile, I loaded the Harmonic Pitch effect into the "X" slot. Next, I dialed in the scale, set Voice Interval 1 to -3, Voice Interval 2 to Unison, and that was it.
Hope this helps...