The harmonic minor is the same as the aeolian scale(natural minor) except is has a #7, so if you have an A harmonic minor scale you'll have the notes A B C D E F #G
Thid is the neoclassic scale for excelence used my Malmsteen, Michael Romeo, Paul Gilbert, ect. Make a good phrasing and you can sound like them. The Phrygian Mode is very cool in this scale check it out.
To take advantage of this scale play it in quick patterns, linear ones, use the leading tone (the sharp 7th) to create cool dark sounding effetcs, and neoclassical licks.
Here you have an example and the patterns.