There are several ways to implement multithreading and asynchronous operation in any application, This page will help you in decision making of when to use what. I won`t be covering how to implement theses approach because lot of study materials are already available in public domain. however in case study section will cover some of them.
Content presented below is consolidation of my understanding about threading and asynchronous operation from a solution architecture view point.
Table : Selecting best asynchronous(multithreading) Approach