On the color wheel, colors that are next to one another are adjacent colors. These adjacent colors harmonize with one another. They work well together (usually). For example Green and Yellow or Purple and Magenta. Generally one of the colors has a little touch of the other in it (i.e. with the Blue/Magenta pair, Magenta is made up of Red and Blue).
Of course some color wheels may not show all the intermediate shades. A very basic 6 color wheels have yellow and red as adjacent colors but if you add another step then orange comes between them. The trio of red, orange, yellow may be considered a harmonizing trio of adjacent colors.