I bought a prima pappa rocker highchair at a yard sale for my grandson. I don't know how to attach the harness to the chair or I am missing a piece?

Here you go:
http://www.ebay.co.uk/itm/NEW-Prima-Pappa-Highchair-Cover-In-Medium-Brown-WIPEABLE-/231189872271?pt=Feeding&hash=item35d3fd7e8f

I have included two links for you since the manual is very hard to find for you particular chair. The first is the 2013 model manual. Not much has changed over the years on the models so most of it will be applicable to your chair. The 2nd link is for the Prima Pappa Dondolino Rocker model which will show you how the rocking feature works on your chair. Most other features would be applicable on your chair as well. I have the same model as you do and we love it.You will find what you need in the two manuals listed below. Enjoy!

http://us.pegperego.com/admin/archive/manuals/DINER_NA_FINA0802I60.pdf

http://www.karlisles.com.au/baby_repairs_spares/instruction_booklets/Peg%20Dondolino%202006.pdf

http://www.ebay.com/sch/i.html?_nkw=peg+perego+high+chair+covers

Here you go:

http://www.karlisles.com.au/baby_repairs_spares/instruction_booklets/Peg%20Dondolino%202006.pdf

Check this manual out - It is from 2005-6 so it's closer to your model's year. Possibly you will find your answer there.
http://www.karlisles.com.au/baby_repairs_spares/instruction_booklets/Peg%20Dondolino%202006.pdf

No No No.. Not unless you want it to be stinky. Most of the cushions are either vinyl or leatherette. If yours happens to be cloth, which I believe they offered at some point, then yes on gentle and hang dry.

How to turn in to a rocker

Here are a list of current cushions available for Perego Prima Pappa models. The correct cushion depends on the model you own.

http://www.momsjustknow.com/replacement-coverscushions.html

Where can I get replacement harness/straps for a Mammas & Pappas high chair from?

i fold my pegperego high chair how to return in original position?