It really depends what you mean by multithreading. People tend to use multithreading term when they really want to do multiple stuff at the same time.
For example doing calculations (using multiple cores at the same time) could be an issue, but doing I/O (downloading things simultaneously from the Internet) might work well.
If you are big fan of Ruby, do a research. May be there are third party tools that might help to do multithreading in Ruby easily.
If not, and you are really need parallel stuff, look at Go. It's a popular choice for paralleling things.