Rich,
In addition to the above posts...
Following the MIDI track is one option. This is particularly useful if (a) you want to create your own harmony or (b) you want TC Helicon to tune vocals, etc.
If you want to create just harmony, it's also possible to get TC Helicon to do this by setting it to use the chords on the chordsheet. If you select this, it's then necessary to select the type of harmony from the drop-down list of harmonies. (On the image below, I've selected "1 up".)
Regards,
Noel