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You can use one provider and just change the Frequency

In your NumericUpDown_Changed event handler, just put:
provider.Frequency = NumericUpDown1.Value

Haha, in all fairness, I looked up the tones and messed around with editing the SineWaveProvider to hum the 5 tones from Close Encounters not long after I posted my first reply...

Probably to give...

Of course. There's many ways to do it. You could write it into the SineGenerator for example:
Close Encounters of the Third Kind anyone? (really sloppy example, but it's for demonstration)

...

...in fact, since it's been ages since I last used it. I decided to whip up a quick tone-generator with NAudio.

Make a new Windows Forms project.
Add the NuGet package "NAudio" from...

Most any audio library out there can generate tones. NAudio works really well for this.