Have you installed harmony to the same folder as in the prepared example ('C:\microchip\harmony\v2_06')?
If not, I think you have to re-configure your project using the Harmony Configurator.
Please note, that MPLABX has some path length restriction.
The build environment (PIC32MZ-DA-MEB-II) should be installed to a short path (e. g. c:\microchip\PIC32MZ-DA-MEB-II).
Please have a look to the ReadMe.txt file below PIC32\PIC32MZ-DA-MEB-II\Application\Project\MPLAB, espesially item 3.