The classic API includes several classes to handle threads and to create custom threads:

A BaseThread object represents a standard Cinema 4D thread, see BaseThread Manual.
Multiple functions exist to check the thread context, see Thread Utility Manual.
C4DThread is the base class for custom threads, see C4DThread Manual.
Multiple tools exist to ensure safe thread synchronization and serialization, see Thread Synchronization Manual.

Note: For new code use the threading tools of the MAXON API, see MAXON API Threading.