A harmonised standard is a technical document that states, in detail, how to comply with a European directive. These documents are created by recognised European Standards Organisations: CEN, CENELEC, or ETSI.
The European Commission compiles a list of harmonised standards in something called the Official Journal (OJ). Standards that are harmonised automatically gives you presumption of conformity. This means that if you and your product fulfil the requirements stated in the standard, you automatically conform to the European directive(s) that have the standard listed in their Official Journal.
European standards start with EN (European Norm) and have a number identifying them. E.g. EN 50274:2002, where "50274" is its reference and "2002" is the year the standard was established.