seems you did not understand what php is all about: php is a server side
scripting language that will (in general) perform some server side actions and produce some (textual) output which is then sent back to the client - usually an html file.
thing is - the php script starts running once the webserver receives the POST or GET message from the client. when the response is sent to the client, the script stops. yes: it dies!
so there is no sense in opening a thread or so if a new game is started - since this thread (if threading would be possible in php) would die with the script.
the approach of keeping "persistent" data (if that is what you meant with threading) is somehow different with php/html/...: you start "sessions", where each client has a unique session assigned. sessions will store variables for your users and can be "repeated" after the php-script starts again...
try searching for
session_start();
and the php global
$_SESSION