When it comes to socket programming, I always recommend this tutorial ("Beej's Guide to Network Programming") :
http://www.beej.us/guide/b
Although it doesn't specifically talk about using threads, it can still be interesting.
Now, on to your question.
For threads, I can recommend the pthread library (POSIX threads). A tutorial (haven't read it myself, but looks good enough) :
http://www.yolinux.com/TUT
For example code, combining socket programming and pthreads, here's a few that I found with Google :
http://eth0.graegert.com/i
http://www.lambdacs.com/cl
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by: trigger-happyPosted on 2007-06-28 at 21:03:44ID: 19386443
You can opt for a cross platform server by making use of C++ and asio. Asio is a networking library that works well with C++ boost. t/
http://asio.sourceforge.ne
--trigger-happy