If you want to use USB HOTS/DEVICE or such complex peripherals of PIC32 you need a software stack in order to use that particular peripheral. Mchip's harmony provides this required stacks/drivers/libraries/etc for your embedded device.
If you don't have any plans to use complex peripherals, you don't need to download harmony. MPLAB X and XC32 will be enough. Start with UART, SPI or comparatively simple protocols and then move to complex.
Thank you very much for the informations , last thing i need to know that is there any document i can find about for example what do i have to write to define output port ...
Since harmony deals with complex peripherals(most cases) you may find the program flow a bit hard to understand. Don't forget to change configuration statements and hardware header file according to your board if you are using custom or non-microchip boards (harmony project file).
I strongly recommend you to first start with simple IO operations and peripherals like UART, SPI, I2C, ADC etc. You don't need harmony lib for using these peripherals.
Code:
TRISBbits.RB3 = 0; //Config RB3 as output port
LATBbits.LATB3 = 1; //High ouput
Run a working code sample and learn how the C statements configure registers (check what register it is and its purpose in datasheet). Google the statement if you find it hard to understand.