When you play a pinch harmonic, you're trying to make the string ring out with a high-pitched, squealy sound. To do this, you need to do two things at the same time: pick the string and lightly touch it with the side of your thumb right after picking. But for the harmonic to work, you also have to pick the string in the right spot.

Different notes on the guitar have special "sweet spots" along the string where the pinch harmonic will work. If you pick in the wrong spot, nothing special will happen—it’ll just sound like a normal note. But if you move your picking hand forward or backwards (closer to the neck or bridge) and find the right spot, the harmonic will pop out loud and clear.

So, where you place your pick changes whether or not the harmonic comes out, because each note only has certain places where the squeal can happen. It takes some trial and error at first, but once you find those spots, it becomes much easier.