In quantum mechanics, we (roughly speaking) associate a wave to each particle. The frequency of the particle is the frequency of the associated wave. An intuitive (but not strictly correct) picture for a single particle is that the particle is really not a particle, but a wave that is tightly peaked around a single location. Because the wave is tightly peaked around a single position, we can think that there is a approximately well localized particle at the position of the peak of the wave. The tightly peaked wave can be thought of via Fourier decomposition as being made of many sinusoidal waves that are not well localized and have a frequency.
For later reference: This picture becomes less correct as one goes to many particles, but even then we can associate a wave with each particle. You don't have to understand that at the moment, but for reference this is the idea that the state of the whole system is a tensor product of the single particle states, and the wave can be taken in the position basis. Even in quantum field theory, we can take the wave-particle duality to be the particles of the Fock space, and the wave as the equation of motion of the field observable.