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Hi people. I have become interested in starting the harlequins (don't know why) and I was wondering if the were capable of being competitive and if yes what were the do's and don't of their codex. Anyone here has some knowledge on the subject ?

A bunch of useful info here
http://www.dakkadakka.com/dakkaforum/posts/list/636231.page

Do you mean solo Quinn's or as allies?

Solo, if they are viable.

Solo they can do ok against some lists, and get hard countered by others.
One tactic people use is a double masque, with minimal upgrades, lots of transports, and haywire in the bikes and void weavers.

At the very minimum, a masque is 500 points, but that's without any upgrades, and with starweavers as FA slots. add another starweaver, make them all DT's for the troupes, add some haywire skyweavers, and without any other upgrades you're looking at 790 points for the masque
double that, and you have a pretty effective MSU set up with a bunch of haywire shots. If you're playing at 1500, then drop a couple bike squads and add in some weapons to the troupes. Not one on every model, but generally giving the master and 1-2 players a weapon (I like the caress the most) is a solid bet. After that, if you have spare points shadowseers are one of my favorite units. They hit hard in melee, have some good utility, can get the amazing Mask of Secrets, and have access to Phantasmansy, which is a hilariously trolltastic discipline

Thank you !

Do note that there are quite a few lists that crush that. Drop pod flamers end them horribly, as do flyers. Battle company's can bolter it to death, and flying circus's laugh at it.
They won't be able to out psyker armies like Eldar or GK's, and it lacks shooting above 24 inches, but it does have a lot of strength 6 shots, as well as haywire