Start with the primary way to harmonize a line. Pick a scale; we'll use the A minor scale for this example. Play it in a linear manner.

E |-------------------------------------|
B |-------------------------------------|
G |-------------------------------------|
D |---------------5-7-------------------|
A |--------5-7-8------------------------|
E |--5-7-8------------------------------|

Next is the crucial idea, the concept of diatonic harmonization. Pick a note of the scale you want to harmonize, then play another note by "leapfrogging" over the note in between.

Want to harmonize the note "a" in the A minor scale? Start on the "a", leapfrog over the next note "b" and land on the "c". Therefore, "a" and "c" are "harmony notes". They are a diatonic third apart on the scale. Therefore, this is called harmonized thirds. This is the most basic, primary way to harmonize.

So in order to "harmonize the whole scale" one line would be the minor scale starting on any given note and the harmony line would be the same scale but starting two notes higher up (or lower down) that same scale.

Guitar main melody
E |-------------------------------------|
B |-------------------------------------|
G |-------------------------------------|
D |---------------5-7-------------------|
A |--------5-7-8------------------------|
E |--5-7-8------------------------------|

Guitar 2 harmony line
E |-------------------------------------|
B |-------------------------------------|
G |-----------------5-------------------|
D |----------5-7-9----------------------|
A |----5-7-8----------------------------|
E |--8----------------------------------|

There are, of course, other ways to harmonize. You can harmonize in intervals other than thirds. But thirds is the best place to start. Hope this helps.