Installing a Harbor Breeze Ceiling Fan with Lights. Ceiling has ground, red, white, and black wires. Fan has Black, blue, white and ground. Do I connect the red and black from ceiling to the black and blue from fan?

With a red and black you probably have 2 switches for the fan, 1 for light and 1 for fan, connect the black in the box to the fan black and the red to the blue. If only 1 switch, don't know why there would be a red and black, connect the black and blue to either the red or black in the box, whatever is the hot lead and use the pull chain or remote for control.