How can Harry be a horcrux if the prophecy said Neither live while other survives Which means that one will have to kill other?

The prophecy did not say that one will have to kill the other. It said, "Neither can live while the other survives." This means that as long as one of them is alive, the other cannot live. It does not specify who will kill whom.

In fact, it is possible that neither of them will kill the other. If Harry had been killed by Voldemort before Voldemort was killed, then Voldemort would have lived. If Voldemort had been killed by Harry before Harry was killed, then Harry would have lived.

The only way that both of them could die is if they killed each other at the same time. This is what happened in the Battle of Hogwarts. Harry and Voldemort fought each other, and they both died. However, Harry was able to come back to life because of the Horcrux that was inside of him.