How to deal with threads ?

Thank You, Vox Humana

I have to admit that I have few experience in programing. Most probably is runtime dynamic linking so if I'm not wrong I have to check LoadLibrary and GetProc....
I start to read about threads but some quick help is more desirable . Let's say that I will find the place where the new thread is started and I will find the function that the thread is executing. If I will put a breakpoint on the first instruction of that function, when the thread start its execution the debuger will break there ? I mean the thread is executed from the adress space where the function reside or the function is duplicated in other place in the program adress space ?.

Thank You for Your help