You may take a look at the following OpenMP tutorials. This doesn't concern all concepts of multithreading in VC++, but OpenMP only, which VC++ supports. OpenMP is easy to use in some simple cases of multithreading, for instance independent iterations in loop, independent blocks of code which can be executed concurrently. Although OpenMP is not so flexible in comparison with other approaches but it is very easy to use.
To enable OpenMP you need to switch it on in the project properties, "C/C++/Language/OpenMP Support".