Here is an example of the harmonic minor scale played all over the fretboard. This may probably seem overwhelming at first, but if you take your time, and let your ear be your guide, you'll soon be able to move into different positions of the scale with ease. Try playing the scale up and down one string, and then try playing the scale on two strings. This will not only allow your fingers to become accustomed to the new scale, but will allow your ear to become more and more familiar with the sound of the scale.
Ideally, you'd like the scale to become "invisible" - meaning that you can start moving your hands freely about the fretboard, playing notes from the harmonic minor scale without actually concentrating on the various scale shapes. This will take time, however, so you'll have to have a great deal of patience when trying to learn this scale all over the fretboard. Relax, and let your ears be your guide as to whether you're playing everything correctly.