In MSDN documentation we see :
Console
Thread Safety
This type is thread safe.
TextWriter
Thread Safet
The Sandcastle Help File Builder project contains a useful XML Comments Guide.
It documents the threadsafety tag:
<threadsafety static="true|false" instance="true|false"/>
The root SHFB documentation page is here.
Add this detail to the <summary> or <remarks> tags.
There is no specific tag or convention on how to indicate a class is thread safe - you need to write it in your documentation.