which music frequencies sound good together?

Question

and, if you know, why?

Answer 1

The conventional western wisdom says frequencies with a (fairly) small-integer ratio are compatible (like 1:2, 2;3, etc.), but an adjustment is needed so that the same notes can be used as parts of different ratios. What we have as a result is a 12-tone "well-tempered" scale between octaves, where each tone averages 2^(1/12) or about 1.05946 times the previous frequency. See ref. 1. While these aren't exact, they can approximate a fifth (ratio of 2:3), for example, by a 7 tone separation (1.05946^7 = 1.4983).
Some non-western musical cultures are less limited in accepted frequency ratios. For a broad view of these, and attempts at answering your "why?" question, see ref. 2.