what i need to learn for it?
Without knowing more about your specific requirement I would consider the notifications facilities available with Cocoa
As ennuikiller point out, you need to provide more information about what kind of async function do you want, its hard to give you more info.
A common async function will be the callback functions in javascript, for example in mootools javascript:
window.addEvent('domready', function() {
alert("ready to rock");
});
Here you attach a function to the DOM ready event, its async because the function will only execute when the DOM is ready, not like conventional procedure function - execute expressions line after another line(it doesn't need to wait).
A pretty good slide about non-blocking:
http://www.slideshare.net/simon/evented-io-based-web-servers-explained-using-bunnies
If you want to write async function in python, there is framework called twisted which help you write async(non-blocking) functions, for ruby, there is eventmachine framework. If you want to write non-blocking/async on server side there is node.js.