Classes: wxThread, wxMutex, wxCriticalSection, wxCondition
wxWidgets provides a complete set of classes encapsulating objects necessary in multithreaded (MT) programs: the thread class itself and different synchronization objects: mutexes and critical sections with conditions. The thread API in wxWidgets resembles to POSIX1.c threads API (a.k.a. pthreads), although several functions have different names and some features inspired by Win32 thread API are there as well.
These classes will hopefully make writing MT programs easier and they also provide some extra error checking (compared to the native (be it Win32 or Posix) thread API), however it is still an non-trivial undertaking especially for large projects. Before starting an MT application (or starting to add MT features to an existing one) it is worth asking oneself if there is no easier and safer way to implement the same functionality. Of course, in some situations threads really make sense (classical example is a server application which launches a new thread for each new client), but in others it might be a very poor choice (example: launching a separate thread when doing a long computation to show a progress dialog). Other implementation choices are available: for the progress dialog example it is far better to do the calculations in the idle handler or even simply do everything at once but call wxWindow::Update() periodically to update the screen.
If you do decide to use threads in your application, it is strongly recommended that no more than one thread calls GUI functions. The thread sample shows that it is possible for many different threads to call GUI functions at once (all the threads created in the sample access GUI), but it is a very poor design choice for anything except an example. The design which uses one GUI thread and several worker threads which communicate with the main one using events is much more robust and will undoubtedly save you countless problems (example: under Win32 a thread can only access GDI objects such as pens, brushes, &c created by itself and not by the other threads).
For communication between secondary threads and the main thread, you may use wxEvtHandler::AddPendingEvent or its short version wxPostEvent. These functions have thread safe implementation so that they can be used as they are for sending events from one thread to another. However there is no built in method to send messages to the worker threads and you will need to use the available synchronization classes to implement the solution which suits your needs yourself. In particular, please note that it is not enough to derive your class from wxThread and wxEvtHandler to send messages to it: in fact, this does not work at all.