I personally layer things at different volumes. I'll have two windows open, this and this study with me since the music wakes me up. i can hear both, it works like nothing else for me.. is this okay?

https://www.youtube.com/watch?v=L_58HADXd6k
You can certainly play music in the background while using binaural beats, but keep in mind that most modern music is heavy on bass which may create interference or additional (unintended) beats. If you have the ability, I'd filter out anything below 200 Hz to be safe.
odnarlo