c++ threading in UDP for real-time video transission

I am currently working on a project of real-time camera video transmission. I have done the camera capturing using opencv and real-time encoding decoding using ffmepg.

Now my problem is that, at the decoder side, I want to let the decoder keep playing the decoded video while keep receiving the encoded packet at the same time. My supervisor told me I need to apply threading to realize this function.

Any idea how should I do this or any example program?