You can use threading or multiprocessing:
import winsound
import Tkinter
import threading
def create_frame():
MessFrame = Tkinter.Tk()
MessFrame.geometry('800x400+200+200')
MessFrame.title('Main Frame')
Framelabel = Tkinter.Label(MessFrame, text='Text Here', fg= 'red')
Framelabel.place(x=10,y=10)
MessFrame.mainloop()
t1 = threading.Thread(target=create_frame)
t1.start()
winsound.Beep(500,1000)