The safest approach is to maintain a state of constant fear and paranoia. Please bear this in mind while reading on. Although the principles are fairly general, threading models vary from platform to platform. As I use Win32, I will stick with its terminology. In the context of this article, multithreading is pre-emptively switching amongst several flows of control within an application.
Threads run side by side, nominally independent of each other.
In practice, each thread is a procedure or function. For example, the main thread in a conventional application is your main or WinMain function. In the latter case, it probably consists of a message loop and very little else. This is a question expecting the answer 'yes', hoping for the answer 'no' and likely to get the answer 'why'. If you don't need it, don't do it.