GraphDB by default will load all available CPU cores unless limited by the license type. The Free Edition has a limitation up to 2 concurrent read operations. However, I suspect that what you ask for is how to enable the query parallelism (decompose the query into smaller tasks and execute them in parallel).
- Write operations in GDB SE/EE will always be split into multiple parallel tasks, so you will benefit from the multiple cores. GraphDB Free is limited to a single core due to commercial reasons.
- Read operations are always executed on a single thread because in the general case the queries run faster. In some specific scenarios like heavy aggregates over large collections parallelizing the query execution may have substantial benefit, but this is currently not supported.
So to sum up having multiple cores will help you only handle more concurrent queries, but not process them faster. This design limitation may change in the upcoming versions.