I am trying to get some input from the keyboard while in another screen with pygame. How do I do it?

Question

I am trying to get inputs from a python script in pygame, but I do not know how to get events in pygame while in another tab. Here is my code:

import pygame
from pygame.locals import *
import random
import os
import sys
import winsound

pygame.init()
screen = pygame.display.set_mode((468, 60))
pygame.display.set_caption('Test')
Running = True

while Running:
    screen.fill((255,255,255))
    pygame.display.update()
    for event in pygame.event.get():
        if event.type == pygame.QUIT:
            Running = False
        if event.type == KEYDOWN:
            winsound.PlaySound("Keypress.wav", winsound.SND_ALIAS | winsound.SND_ASYNC)
        if event.type == MOUSEBUTTONDOWN:
            winsound.PlaySound("Click.wav", winsound.SND_ALIAS | winsound.SND_ASYNC)

pygame.quit()

I can only get inputs while the pygame window is open.