Running multiple commands at the same time

How do you make multiple commands run at the same time? I am trying to get an LED to light up at the same time as a buzzer sounding. I can only get it to run the code in order so it lights up the LED, turns it off, then sounds the buzzer. I would like the LED to light up and the buzzer to sound at the same time.

[Walter Roberson]

Please show your code to light the LED and your code to sound the buzzer.