Update: Looks like I am not doing anything wrong here. When I execute a thread example, it works fine. I am not sure, then why am I getting those errors when I start Apache.
I do not use Windows, but according to the people commenting in the manual, you must also add:
LoadFile "C:/xampp/php/pthreadVC2.dll"
to your httpd.conf (httpd-xampp.conf the manual mentions)