Identify the collection of instruments for compatibility. Lots of bands use the melodica with "reggae" instrumentation or combinations of drums, guitar or keys. The melodica is pretty flexible, but in some cases, upscale jazz, for example, may not fit in.
Tune instruments accordingly. As a key instrument, the melodica is something you cannot easily tune up and down, so as a general rule of thumb, tune string instruments and other easily tuned instruments to the melodica and not the other way around.
Set sound levels. It's no good having great acoustic instruments like a melodica in the band if they will not be heard. Try to limit the decibels of the louder instruments by doing sound checks, practicing low-volume styles or using microphones on softer instruments.
Get consensus on how much to use the melodica. Will it be used in interludes or continuously played? Part of the necessary work in a band is to determine what instruments will be used and when to eliminate too much "sound-crunch." Some musicians are more minimalist than others, so a good dialogue between them is often needed.
Make sure your melodica player knows rhythm. Yes, it's melodious, but it also needs to conform to the overall rhythmic structure of the song. If your melodica notes are all over the board, send the musician to rhythm school.