Ok, I'll explain it.
The processor of a computer does many tasks, and these tasks are done in a thread.
We use the term thread because a thread is like a string.
In this case, this 'string' is divided into many individual parts.
Each of these parts is one operation.
The processor executes code in a thread meaning that it executes one action after the other.
Another way of imagining it is to imagine a roll of toilet paper xD
Each paper in there is a single action.
The processor goes from up to down executing each action, and this is what we call a thread
Some games are multi-threaded, meaning that there are multiple threads of actions for the processor to execute.
Warcraft III is single-threaded, meaning that there's only one thread of actions, so the processor can only do one thing at a time for the game.
I hope this explains it <: