How can I load a wav file, split it in frames, apply different filters do different frames and then recombine the filtered frames into a single file?
add technique using ann "hann" window and it works quite well but between the different frames I'm not able to avoid the discontinuities


That's probably because the filtering has tails that extend beyond the frame.  The window is supposed to taper the signal to 0 at the edges, but after filtering it is no longer 0 at the edges, which introduces discontinuities.

Are you zero-padding before filtering to keep these response tails?

I believe you need to apply a sqrt(window) before filtering ("analysis window"), and then another sqrt(window) after filtering ("synthesis window"), so the combination is a normal window, and the tails are tapered to 0, and then overlap the windows by the appropriate amount so that they sum back to unity.  Maybe also need to zero-pad before filtering so that the filtering tails don't wrap around, if you're doing FFT filtering, for instance.  More information here: http://www.dsprelated.com/dspbooks/sasp/Weighted_Overlap_Add.html

(If you're doing positive-phase time-domain filtering, it might be sufficient to use a regular window, zero-pad before filtering, and then instead of windowing again, just keep the entire zero-pad region with the tail in it when you sum back together, but I haven't tried it so I'm not sure.)