Please see The scope of this forum; processes and threads are not supported by the C++ language and is therefore outside the scope of these forums. I will however help orient you at least.
See Processes and Threads and Interprocess Communications in the Platform SDK documentation; there is a good chance that they are useful.
One important difference between a thread and a process is that each process has it's own address space, so that communication between threads is much easier than between processes. Each Windows exe file executes in a separate address space. A separate process is advantagous for the isolation of processing that each has.