I agree with zreynoldsp, but I want to add my own little flavoring. Yes, as mentioned above, pick the string and immediatly after, touch it with your thumb. I would advise using the side of the pick with the thumb barely coming off it. I play a strat, and honestly, it doesn't matter to me which pickup i use, so long as the pickup I set it on, I am playing the harmonic on the area of the string directly above that pickup. Works for me. Another thing, adding vibrato is cool-sounding, but also try doing stuff with the whammy bar (if you have one).