Branches of execution?

I've worked my way through the CPlusPlus tutorial and am now looking to expand outward a bit. My current goal is to have multiple branches of execution (e.g. more than one function running at a time). Should I therefore look into hyperthreading next? So far, I've been handling this process using a round-based system whereby more complex processes are broken down to iterations that are sequentially called as part of a loop, essentially resulting in the entering and exiting of functions multiple times per loop cycle.. this method can't be the most reasonable way to approach this. Thanks in advance.

I doubt it's relevant, but after this, I'd like to start dabbling with either the Win32 API or SDL.
Hyperthreading is an Intel technology for handling multiple threads. In programming terms, we just call them threads.

C++ 11 comes with thread support as standard, via

#include <thread>

This is a pretty good starting place: http://solarianprogrammer.com/2011/12/16/cpp-11-thread-tutorial/
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