The easiest way of multithreading

[MikiSoft]

I've found this example, but I still don't understand it quite well because it's not commented, so I don't have a clue how to interact with the each thread and terminate all of them when I want to stop the process by closing the program or clicking on some "Stop" button. I don't want to do the creation of the external process or to call external file (DLL/EXE) or to use some complex classes/hacks, all I want is a simple multithreading which is almost ideal to the example that's mentioned above. Is that achievable i.e. is that project fixable or it has some flaws that can't be easily resolved?
My goal is to create asynchronous operations (timers) which will not freeze the UI - so the threading will be the solution.