In short, the sound you hear from a musical instrument is composed of it's ground frequency (f_n), this being the frequency with the largest amplitude, which defines the pitch that you hear, and all of it's harmonics (n*f_n) where n is a whole positive number.
For example, if you pick the E string of a guitar, you will hear an E tone in the second octave (82.41 Hz) Because this is the ground frequency and thus the frequency with the largest amplitude. The harmonics are also present, but they are all of a smaller amplitude and do not alter the pitch of the tone since their amplitudes are smaller (decreasing as n increases i think). The harmonics do however make the note seem more "unclean" or "noisy" than if it was only the E tone present, without the harmonics. I do think however that some instruments play their notes with more or less "harmonics pollution".