"make a thread of projects in this book" creates a "thread navigator" object (also found in Object Catalog, in Multimedia Category).So lets say you have created a series of projects that you want to use as part of one whole (lesson, experience, ...). This provides one way to move through those projects and the "thread navigator" will be visible in all the projects. Another neat thing is is you click on the circle in the navigator, you get a menu and you can click on "edit this thread" which will allow you to sort the projects and if you click the "Parts bin" check box you can pull out copies of the project icons that act as links (executed when clicked on) to move you to that project.