The decomposition of the polynomials on the quaternionic unit sphere in \(\Hd\) into irreducible modules under the action of the quaternionic unitary (symplectic) group and quaternionic scalar multiplication has been studied by several authors. Typically, these abstract decompositions into ``quaternionic spherical harmonics'' specify the irreducible representations involved and their multiplicities. The elementary constructive approach taken here gives an orthogonal direct sum of irreducibles, which can be described by some low-dimensional subspaces, to which commuting linear operators \(L\) and \(R\) are applied. These operators map harmonic polynomials to harmonic polynomials, and zonal polynomials to zonal polynomials. We give explicit formulas for the relevant ``zonal polynomials'' and describe the symmetries, dimensions, and ``complexity'' of the subspaces involved. Possible applications include the construction and analysis of desirable sets of points in quaternionic space, such as equiangular lines, lattices and spherical designs (cubature rules).