>And then, when I compile at Multithread DLL option what I'm doing?

I don't have much experience with this, but I think it has something to do with a server program accepting more than one request at the same time.

>Is only a bad name?

Well, then, perhaps you can have threads in this particular case. But you can't make your program "split" and start working in two directions simultaneously, which is what I would usually imagine if somebody says "multithreading".

>How I can traslate this multithread to spanish

I suggest to use the English terms for now: multithreading, multithreaded, etc. I think other programmers might get confused if you say "multi-hilos", for instance. "Multi-tareas" already means something quite different (multitasking refers to separate programs running at the same time; "multi-threading" refers to several processes running within the same program). OTOH, some spanish-sounding translation might get officially accepted, eventually.