If my parents/grandparents/siblings went to Harvard, where do I mention that in the Harvard application?
There is no box on any application that says “Check here if you are legacy.” You fill out the biographical data for your parents, including their education, and each college will decide what it will do with that information. Some colleges will ask if any family member attended the school. For the most part, I would file it under “It is what it is.”
FYI, at Harvard, legacy is defined as at least one of your parents is an alum of Harvard College/Radcliffe College (i.e. grad or professional schools do not count).