Hello Kaushal,
I am sharing the code in detail. Hope this works for you.
In main page - code for opening Child.aspx:
In the Child page, where you want to open another window which is Progress.aspx:
You can write the logic to close this window as soon as the operation completes (Call GetRadWindow().close() to close the window).
Now in Progress.aspx page:
-Shinu.