A few years ago RakNet was the de facto C++ networking lib. Free for small games use if you give credit. Not sure if there are other libraries around though I'd say take a look, perhaps ask on gamedev.net or something.
Multithreading, I have never done it in C++. I think Pthreads aren't really well supported on Windows, so you'll perhaps want to take a look at Boost.Thread or something. There's a bit of theory behind multithreading though (things like locks, deadlock/starvation prevention, critical sections, ...) and I'm not sure where you would pick it up. Of course, you can just jump in and see where you end up, depending on your application you might not run into any problems anywhere.
I've never really got the hang of writing a multiplayer game. Though I usually just want to write action games and I get lost in all sorts of lag prevention stuff, probably not getting my priorities straight but well...