Before we discuss multithreading, first let's understand the following terms
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Process - Process is what the operating system uses to facilitate the execution of a program by providing the resources required. Each process has a unique process Id associated with it. You can view the process within which a program is being executed using windows task manager.
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Thread - Thread is a light weight process. A process has at least one thread which is commonly called as main thread which actually executes the application code. A single process can have multiple threads.
Please Note: All the threading related classes are present in System.Threading namespace.
You will need Visual Studio IDE (for programming in C# .NET) to get started.