I would look at a UML activity diagram to display multiple threads and execute them in parallel. In connection diagrams, you also sometimes see thread letters (e.g. A, B, C) to try to indicate parallel threads, but I almost always find this confusing. There are fragments in UML 2 that can show concurrency in sequence diagrams, but I always find it cumbersome, and diagrams are hard to refactor (which means they are quickly out of date).
If the threads perform the same tasks but work in parallel, you can simply add a note to the diagram to explain this. This way you can focus on modeling a single thread accurately and cleanly.
, IDE UML, , EMF, Eclipse.