How to display child window inside parent window?

Question

Python

Hello!
Dear PYTHON experts and gurus, please do not throw tomatoes at me for this question!
The author of the question is a beginner and knows nothing about programming.
I shoveled Google and Yandex (they were the ones who sent me here), and realized that I can not find the answer to my question, so share your experience and knowledge with me
Purpose: Implement the download process window.
So, to the essence of the question - I wrote a simple pyqt5 program that displays the Main window, now, for example, by clicking on a button, I have to display a modal window without blocking the main window (for example, closing the parent window).
When I open it, I can disable it myself on the parent interface so that the user cannot interact with it, but can close the entire program at any time.
At the moment I can get two windows (parent and child), but the problem is that I want to see only one window in the TASKS panel and not parent and child.
The result should be the same as if I used QMessageBox, windows like 2 but the taskbar still shows one window (parent window)