In contrast to CallAsFunction, a CallAsThread instruction launches the new task parallel to the calling task. The calling task is not paused during the time, the called task is executed. The programmer / operator has to take care that the two parallel running tasks don't use the same resources (devices / channels).
To create a CallAsThread instruction select Insert → CallAsThread in main menu or use the Script Editor's context menu (right click Insert → CallAsThread). That opens the Task Selector presenting all tasks (Cuelists and Scripts). Choose the task that has to be called.