For example, blowing into the fourth hole on a key C harmonica creates the note C. Drawing in the breath on the same hole creates the note D. Bending the draw can create a C# (C sharp) note, which is the half tone between C and D.
Musicians use a combination of tongue movements, throat and lungs to vary the air pressure as it crosses the reed. The technique requires practice to master. Listening to accomplished blues musicians will help a beginner learn the sound he is striving for.
The term and concept of bending a note is borrowed from stringed instruments like the guitar, where the string is pushed sideways to increase tension and thus change the pitch.