One of your options is to use the asyncio module.
First of all, import the asyncio module with import asyncio. Replace your def functions to async def functions.
Second of all, replace time.sleep() with await asyncio.sleep(). You no longer need the time module because of this step.
Thirdly, create a new function, normally called main(). You can take the following code snippet for reference:
async def main():
  task1 = asyncio.create_task(
    short_task())
  task2 = asyncio.create_task(
    long_task())
  await task1
  await task2
Finally, run the whole main() code with asyncio.run(main()). Your final code should look like this:
import asyncio
async def short_task():
  await asyncio.sleep(2)
async def long_task():
  await asyncio.sleep(4)
async def main():
  task1 = asyncio.create_task(
    short_task())
  task2 = asyncio.create_task(
    long_task())
  await task1
  await task2
You may use a simple code snippet to proof that the whole process took 4 seconds.