How to a thread a wxpython progress bar GUI?

Ok, firstly the freeze is due to the use of the sleep method.

You're spawning the new thread on the 'Download' button's click event, that's good. But, you have to make this thread somehow communicate back to the main thread/frame instead of sleeping in the main thread.

This is where an wx Event can be used. A good tutorial is here. Add something like this after the Clean() method:

myEVT_PROGRESS = wx.NewEventType() # Custom Event Type
EVT_PROGRESS = wx.PyEventBinder(myEVT_PROGRESS, 1) # bind specific events to event handlers
class ProgressEvent(wx.PyCommandEvent):
    """Event to signal that a status or progress changed"""
    def __init__(self, etype, eid, status=None, progress=None):
        """Creates the event object"""
        wx.PyCommandEvent.__init__(self, etype, eid)
        self._status = status       # field to update label
        self._progress = progress   # field to update progress bar

    def GetValue(self):
        """Returns the value from the event.
        @return: the tuple of status and progress
        """
        return (self._status, self._progress)

Now the worker thread becomes a bit more complex since it has to notify the main thread on any progress:

# Thread class that executes processing
class WorkerThread(Thread):
    """Worker Thread Class."""
    def __init__(self, notify_window):
        """Init Worker Thread Class."""
        Thread.__init__(self)
        self._notify_window = notify_window
        self.sendEvent('started')
        # This starts the thread running on creation.
        self.start()

    # This is what runs on a separate thread when you click the download button
    def run(self):
        # This is the code executing in the new thread.
        self.sendEvent('checking', 0)
        # Check() # this method isn't working for me...?

        self.sendEvent('Downloading...', 100)
        Download()
        self.sendEvent('Downloading complete', 400)
        # ... same pattern as above for other methods...
        Extract()
        Clean()

    def sendEvent(self, status=None, progress=None):
        # Send event to main frame, first param (str) is for label, second (int) for the progress bar
        evt = ProgressEvent(myEVT_PROGRESS, -1, status, progress)
        wx.PostEvent(self._notify_window, evt)

Now, all that's left is to receive the events on the main thread now.

class MainFrame(wx.Frame):
    """Class MainFrame."""    
    def __init__(self, parent, id):
        # ...same as before...
        self.Bind(EVT_PROGRESS, self.OnResult) # Bind our new custom event to a function

    def OnStart(self, event):
        # Trigger the worker thread unless it's already busy
        if not self.worker:
            self.status.SetLabel('')
            self.worker = WorkerThread(self)

   def OnResult(self, event):
       """Our handler for our custom progress event."""
       status, progress = event.GetValue()
       self.status.SetLabel(status)
       if progress:
           self.gauge.SetValue(progress)

Hope that makes sense.

I have put together your code, the excellent answer from Sree and added the use of the urllib.request.urlretrieve() reporthook option to display download completion.
Note: Any credit should be given to Sree this is just a personal exercise on my part.

# Import Libraries
import requests, os, sys, zipfile, shutil, subprocess, wx, urllib, time
from threading import *

# Define variables
url = "Enter any dropbox link .zip file here"
#r = requests.get(url, stream = True)

# Button definitions
ID_START = wx.NewId()

myEVT_PROGRESS = wx.NewEventType() # Custom Event Type
EVT_PROGRESS = wx.PyEventBinder(myEVT_PROGRESS, 1) # bind specific events to event handlers
class ProgressEvent(wx.PyCommandEvent):
    """Event to signal that a status or progress changed"""
    def __init__(self, etype, eid, status=None, progress=None):
        """Creates the event object"""
        wx.PyCommandEvent.__init__(self, etype, eid)
        self._status = status       # field to update label
        self._progress = progress   # field to update progress bar

    def GetValue(self):
        """Returns the value from the event.
        @return: the tuple of status and progress
        """
        return (self._status, self._progress)

# Checks for old files
def Check():
    if os.path.exists("Folder"):
        print('\n\nRemoving old files...')
        #subprocess.check_call(('attrib -R ' + 'Folder' + '\\* /S').split())
        #shutil.rmtree('Folder')
        print('\nRemoved old files.')
    else:
        pass

# Extracts new file
def Extract():
    print('\n\nExtracting...')
    #zip_ref = zipfile.ZipFile("temp.zip", 'r')
    #zip_ref.extractall("Folder")
    #zip_ref.close()
    time.sleep(5)
    print('\nExtraction Complete')

# Deletes the .zip file but leave the folder
def Clean():
    print('\n\nCleaning up...')
    #os.remove("temp.zip")
    print('\nDone!')

# Thread class that executes processing
class WorkerThread(Thread):
    """Worker Thread Class."""
    def __init__(self, notify_window):
        """Init Worker Thread Class."""
        Thread.__init__(self)
        self._notify_window = notify_window
        # This starts the thread running on creation.
        self.start()

# This is what runs on a separate thread when you click the download button
    def run(self):
        """Run Worker Thread."""
        # This is the code executing in the new thread.
        self.SendEvent('Checking...', 50)
        Check()
        self.SendEvent('Connecting to download...', 0)
        #Perform download
        urllib.request.urlretrieve(url, 'temp.zip', reporthook=self.Download_Progress)
        self.SendEvent('Extracting...', 800)
        Extract()
        self.SendEvent('Cleaning...', 900)
        Clean()
        self.SendEvent('Finished...', 1000)

    def Download_Progress(self, block_num, block_size, total_size):
        downloaded = block_num * block_size
        progress = int((downloaded/total_size)*1000)
        if progress > 1000:
            progress = 1000
        self.SendEvent("Download active...",progress)

    def SendEvent(self, status=None, progress=None):
        # Send event to main frame, first param (str) is for label, second (int) for the progress bar
        evt = ProgressEvent(myEVT_PROGRESS, -1, status, progress)
        wx.PostEvent(self._notify_window, evt)

# GUI Frame class that spins off the worker thread
class MainFrame(wx.Frame):
    """Class MainFrame."""
    def __init__(self, parent, id):
        """Create the MainFrame."""
        wx.Frame.__init__(self, parent, id, 'RFMP GUInstaller',
                          style=wx.DEFAULT_FRAME_STYLE ^ wx.RESIZE_BORDER)
        self.SetSize(400, 350)
        wx.Button(self, ID_START, 'Download', size=(300,50), pos=(42,250))
        self.Bind(wx.EVT_BUTTON, self.OnStart, id=ID_START)
        self.status = wx.StaticText(self, -1, '', pos=(7,200))
        self.gauge = wx.Gauge(self, range = 1000, size = (370, 30), pos=(7,217),
                              style =  wx.GA_HORIZONTAL)

        # And indicate we don't have a worker thread yet
        self.worker = None
        self.Bind(EVT_PROGRESS, self.OnResult) # Bind our new custom event to a function


    def OnStart(self, event):
        """Start Computation."""
        self.count = 0

        # Trigger the worker thread unless it's already busy
        if not self.worker:
            self.worker = WorkerThread(self)

    def OnResult(self, event):
        """Show Result status."""
        # The worker is done
        self.worker = None
        status, progress = event.GetValue()
        self.status.SetLabel(status)
        if progress:
            self.gauge.SetValue(progress)

class MainApp(wx.App):
    """Class Main App."""
    def OnInit(self):
        """Init Main App."""
        self.frame = MainFrame(None, -1)
        self.frame.Show(True)
        self.SetTopWindow(self.frame)
        return True

# Main Loop
if __name__ == '__main__':
    app = MainApp(0)
    app.MainLoop()