There is no way to add 3rd party framework files like Parse.framework and SkypeForBusiness.framework in playground. I had to use hacking trick by copying this .framework file to Xcode's System Frameworks folder at "/Applications/Xcode.app/Contents/Developer/Platforms/iPhoneSimulator.platform/Developer/SDKs/iPhoneSimulator.sdk/System/Library/Frameworks".
With this I was able to import this .framework file in playground just like any other system framework. Apple Docs has no relevant docs regarding this matter. The only have docs about importing Custom framework in playground and that requires framework project. But in my case there is no framework project but only .framework file.