I think you need to draw a flowchart or something like that, and really decide on how the entire project operates.
If you just light one LED on one PIC pin, and then play a single note, that is very easy;
1. turn LED A on
2. play note A
3. turn LED A off
4. (delay between notes, if needed)
If you need to make multiple LEDs flash while a single note is playing, that is more complicated and will need more planning.
Maybe something like this;
1. the note is generated in a fast simple TMR0 interrupt, automatically controlled by a variable; note
2. The variable is set to the note to be played (say note A)
3. the code flashes LEDs as needed (using TMR1), while the note A is automatically playing in the TMR0 interrupt
4. when the LED flash sequence is finished, the variable note is set back to 0, so interrupt automatically stops playing the note.