Is there a way to create threads in the lua command line utility by default?
No, the “stock” of the Lua assembly does not have thread support at all. You can use the plugs of the operating system to call more scripts or stick to coroutines.
As Bartek said there is no support for threads in the Lua warehouse, but you can add thread support to the CLI thanks to the Lua Lanes library (see http://www.luteus.biz/Download/LoriotPro_Doc/LUA/LUA_For_Windows/lanes/index. html / https://github.com/LuaLanes )