Your ears have structures that physically detect sound [frequencies at different locations](https://en.m.wikipedia.org/wiki/Place_theory_(hearing)), the information that you heard those frequencies is then sent to the brain separately and [processed in separate specialized](https://en.m.wikipedia.org/wiki/Topographic_map_(neuroanatomy)) portions of the brain.
For example, you have low frequency detectors in your ear that send info about low frequencies to a part of the brain that just processes low frequencies. From there the brain can combine the separately processed information and interpret it.
Edit: This process is complex and this is a simplified version of just one theory of how it works.
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