Hold the pick so that not much pick is sticking out past the tips of thumb, and index finger. Pick the note and slightly let your thumb touch the string. This slight touch directly after picking the note will touch off a harmonic if conditions are right with your technique, and the effects you use. Its not easy to get a harmonic if your sound effects are not adjusted to work well with harmonics. For example just playing clean with no effects are not good conditions for pick harmonics. Good distortion with some chorus ,and good pick finess should have you whistling away.