Threading is the process of spinning thread over hair, causing the hair to wrap around the string. Subsequently pulling the hair out from the root.
Waxing uses a thin layer of wax to trap the hair. The wax is then pulled off the skin and in turn, pulls the hair out with it. With both options, when done properly, there is very minimal disruption to the skin. Discussing the options further with your brow artist will allow you to be able to decide what technique works best for you.