gh-124210: Add introduction to docs for threading module

[donBarbos]

I chose to take courage and add not only a usage example but also an introduction to the documentation.
I was inspired by the documentation at https://docs.python.org/3/library/multiprocessing.html
This page also have introduction before basic example

• Issue: threading module is missing basic/introductory usage example #124210

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📚 Documentation preview 📚: https://cpython-previews--127046.org.readthedocs.build/