Threads are another version of pages we use here. Rather than someone not knowing something and asking what it is, it's a post made for anyone to answer and comment as much as they like about the topic at hand. So, let's use some examples.
Weavile Moveset Thread
This is the moveset thread for Weavile. Now, obviously someone could easily create a moveset. It's not that they don't know what one is as such. It's made so as many people can answer as they want about the topic, in this case the topic is movesets for Weaviles.
Threads can be made in any sections. If the thread is a good idea, then people will normally answer and vote etc. However, if you make a thread of one that already exists, to say a duplicate thread, then it may hidden. The same goes if the thread is something that concerns site issues, in which case it must be approved by a Mod or PM first.
I hope I helped! Fell free to comment to ask for more detail