I'll hop in with a bit of physics to clear this up.
The frequency is just the inverse of the wavelength of the sound emitted. If you look at your radio, you'll see that you're adjusting the frequency (that's not entirely accurate but without getting technical, it's good enough.
Every object (I think) has a resonant frequency, that is a frequency at which the physics of the object amplify the sound. In all systems you'll have (at the very least) a natural resonance frequency and a damping coefficient. It's not that easy to explain, but church organs work that way. Anyhow, if you have a wave at the resonant frequency and of sufficient amplitude, you can stress the material that makes up the object enough for it to shatter/break/burst.
Harmonic frequencies are integral (or half integral depending on the case) multiples of the resonant frequency. They have the same effect as the natural resonance frequency.
Real-life objects have complex structures that make this more complicated, but the idea is the same. Like it was said earlier, using the right resonance frequency you can destroy kidney stones by stressing its structure to the point that it shatters. Same principle can be applied to pretty much anything given the correct frequency/frequencies.