I'm not sure what you mean by embedding CGI into frames. When you have an HTML frameset, you can specify the URL for each frame, and you are perfectly free to have that URL be a CGI program. If you would like to have a single CGI script generate an HTML document that appears in multiple frames, then you should use <iframe> tags within the body of that document.

For your second question, it is not possible for a server-side CGI program to automatically query the parameters from other frames that happen to be loaded in the client. However, this can be done on the client-side using Javascript. This site has some FAQs that I have found helpful in the past.