I'm not sure there's enough to multi-threading to warrent an entire book. Unless you go into way too much detail like what the schedular is actually doing but at that point you're talking about Computer Science and not really programming.
The biggest problem that people seem to have is identifying Race Conditions: http://en.wikipedia.org/wiki/Race_Condition#Computing
That's a pretty good introductory article about them. After you have that part down then the syntax for "CreateThread(...)" isn't that much different from "CreateProcess(...)".
Search for a Windows tutorial then. Most people recommend the one @ winprog.org. It is good for the most part, but it fails to show the proper usage of the Win32 functions in regards to the differences between Unicode and ANSI. Specifically, the program does it wrong, assuming you want ANSI.
After you understand the basics of Windows programming, come back to get an explanation of why the tutorial is wrong about this and how's the correct way of doing it.