wha you do is follow the same procedure of installing the livery, however copy it into the directory "PMDG Boeing 737 w/ winglets"(r something like that:))
When you copy the EHM textures into the PMDG texture folder of this directory you have a folder that contains the winglets, these will make you plane look like this:

Nice pic Bruno

Then you edit the model CFG....
That sounds like it will work on readthrough...however if you want EuroHarmony colour winglets, you can wait wih the rest of us;D