Multi Threaded tutorials?

Ok, I wanted to learn it because I was reading some things on winsock and they said you need to have winsock running in a diffrent thread because if you don''t the program would just freeze when you did anything with winsock. Is this true or is there something else that you can do to prevent this, or avoid this?

You can use a non-blocking connection, so there''ll be no need for multiple threads.