The way of executing the program without any gaps, like “The Lab”.

Right now, we are just developing the game program by unity.
Then we’d like to execute the “program B” in the “program A” that is executing without gaps.
“The Lab” that the Valve developed has same system.
But we don’t know how to make such a programs and source codes.
If you know something about this approaching, please let us know. Sincerely.

I don’t know how they did it in “The Lab” - which was most likely not developed using Unity - but in Unity the best you can do is to load a scene asynchronously (so that it doesn’t block the running program) and in addition to the current scene with LoadSceneMode.Additive.

You can also unload a scene asynchronously ( SceneManager.UnloadSceneAsync )

This should give you the tools you need to achieve the same effect.