I believe you are asking about a harmony guitar part. To harmonize the passage you do not play a different key along with the notes of the E minor scale. You must harmonize within the same key or else you will not have the correct sound over the progression. Harmony is dictated by the key that you are playing in. To effectively harmonize you need to play a passage that is a specific interval above or below the lead line you are playing. The key of E minor is E F# G A B C D E. These are the notes to use. If your lead riff uses the notes E D E G than you can harmonize the notes G F# G B above it. This will give you a “full” sounding harmony but it is still in the same key. (it uses the notes in the key)
A scale that works well in conjunction with the regular minor is the harmonic minor. It uses all of the same notes but sharps the 7th (D#) This is an alteration of the standard harmony that works well for a neo classical sound.
I suggest consulting with a good instructor to learn more about the application of harmony to your playing