There are various techniques for implementing multithreading in backpropagation.
Generally, supervised neural networks are trained with resilient propagation (RPROP) or backpropagation. RPROP is considered the modern of the two and is almost always the preferred solution. You can enhance the Encog Artificial Intelligence Framework to make use of multithreading to provide fast training on multicore machines.
You can refer the following link for better understanding: