If it is C++, you can take:
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1) Boost::Thread (
http://www.boost.org/)
There are examples and good documentation.
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From the pros:
1. the implementation of this library will be included in the C++ standard (std::thread)
2. will work on all supported OS (Win, Linux, Mac OSX)
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2) Threading Building Blocks (
http://www.threadingbuildingblocks.org/)
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There is a book in English — it is possible to search in exchange
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There, if you Google (for example ACE
www.cs.wustl.edu/~schmidt/ACE.html there are opportunities to work with threads),
but I think the first two should be enough for laboratory