The C++ API uses Boost.Asio for asynchronous operations. There is a :cppspead2::thread_pool class (essentially the same as the Python :pyspead2.ThreadPool class). However, it is not required to use this, and you may for example run everything in one thread to avoid multi-threading issues.
spead2::thread_pool
A number of the APIs use callbacks. These follow the usual Boost.Asio guarantee that they will always be called from threads running :cppboost::asio::io_service::run. If using a :cpp~spead2::thread_pool, this will be one of the threads managed by the pool. Additionally, callbacks for a specific stream are serialised, but there may be concurrent callbacks associated with different streams.