Like others, you can use CreateThread or _beginthread or threadpool APIs, a process and thread reference is better for Win32 threading, you can also use boost :: thread, which is very close to the std :: thread standard of C ++ 0x standard .
Another option if you are using Visual Studio is to look at the parallel template library and the asynchronous agent library that are part of Microsoft Concurrency Runtime (ConcRT) and are new in Visual Studio 2010. There are several practical topics in the link that may help you get started here.
API ConcRT - API- "", API , . , . boost:: thread, API- , API- CreateThread/ThreadPool, API-, CreateThread (Concurrency:: Scheduler:: ScheduleTask, ).
-Rick