If a guy has sex with a girl during her period, is that harmful?

It can be messy, but not harmful. The only possible harm could arise if the couple assumes that she is having her period and she is not, and then have unprotected sex and cause an unintended pregnancy. Not every woman has regular periods, and some women do experience "spotting," some droplets of blood that are not associated with her period. If you were to mistake some spotting for her period and have unprotected sex, then you could have a problem. You should also remember that while it should not be possible to cause an unintended pregnancy during a woman's period, you could still catch a sexually transmitted disease, so if there is any risk of that, you should definitely wear a condom.