In C++ Builder, you should add a Thread Object (Right click on "project.exe", add new, other. It's on C++ Builder files folder).
Then you need to add the header include and instantiate the object.
If you are too noob to deal with the object, you can simply use the CreateThread function with a function. Maybe it's not the best, but it's very easy if you are not experienced.
TForm1 *Form1;
unsigned long __stdcall my_thread_func(void *args);
//---------------------------------------------------------------------------
__fastcall TForm1::TForm1(TComponent* Owner)
: TForm(Owner){
CreateThread(NULL,0,&my_thread_func,NULL,0,NULL); //create thread in form constructor
}
//---------------------------------------------------------------------------
// Write a function like this
unsigned long __stdcall my_thread_func(void *args){
Sleep(5000);
Form1->Caption = L"Done!!";
}