The diatonic harmonica (blues harp) is a ten holes harmonica which has been built in specific keys, for example, Key of C, and you can play on that key. If you want to switch to a different scale, you have to change your harmonica and choose the right one which is related to that song.
It’s a powerful harmonica for bending technique -one of the most popular techniques in blues- and it usually is an excellent choice for Blues, Country, Jazz, Rock and, Folk.
In Blues Harmonica the story is different, and you can use the diatonic harmonica in more than one scale ( I will explain this in another post ).