import wx

class MDIFrame(wx.MDIParentFrame):
    def __init__(self):
        wx.MDIParentFrame.__init__(self, None, -1, "MDI Parent", 
                size=(600,400))
        menu = wx.Menu()
        menu.Append(5000, "&New Window")
        menu.Append(5001, "E&xit")
        menubar = wx.MenuBar()
        menubar.Append(menu, "&File")
        self.SetMenuBar(menubar)
        self.Bind(wx.EVT_MENU, self.OnNewWindow, id=5000)
        self.Bind(wx.EVT_MENU, self.OnExit, id=5001)

    def OnExit(self, evt):
        self.Close(True)

    def OnNewWindow(self, evt):
        win = wx.MDIChildFrame(self, -1, "Child Window")
        win.Show(True)

if __name__ == '__main__':
    app = wx.PySimpleApp()
    frame = MDIFrame()
    frame.Show()
    app.MainLoop()