If this is a sequential set of events you could structure your program like:
-> Start Application
-> Connect To Server
-> Send Info to Start Login
-> Get message from server
-> send username/password
-> Get question from server
-> Send answer
etc etc
This wouldn't require a thread, it's a simple approach and not the most elegant way to solve the problem.
If you want to go down the more elegant path, then you should browse through this thread:
http://www.cplusplus.com/forum/unices/3773/ and see how discussion on multi-threaded development. There is a lot more difficulty in this approach.
On a side note,
if this is a Window's application with a GUI. Then you can sorta cheat to achieve this. Have a timer on the form that checks for new information from the network every 1 second, and have another text box you can enter information into to send back etc. Something like that anyways, it's a simple solution and should avoid most of the multi-threading issues with concurrency.