Echoing GregInYEG, you should check out the tutorial, but the simple explanation is as follows:
You need to create an object class which either extends Thread or implements Runnable. In this class, create (actually, overload) a void method called "run." Inside this method is where you put the code that you would like this thread to execute once it is forked. It could simply be a call to another function if you wish. Then, when you would like to spawn a thread of this type, create one of these objects and call the "start" (not run!) method of this object. eg newThread.start();
It's important to call "start" and not "run" because a run call will simply call the method just like any other, without forking a new thread.
Still, be sure to read up in further detail and there are many more important aspects of concurrency, especially that of locking shared resources.