The sentence is not correct. :) It should be,
How come he is being harassed?
"How come" is another way of saying "why," therefore the sentence means, "Why is he being harassed?"
The structure is passive, because there is no subject named; we don't know who is harassing him. The passive is normally used when the subject is unknown or when the speaker does not wish to mention the subject by name.
The structure is also interrogative, which just means it is a question. :) Don't forget question marks!
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