Dear Community,
I have two wiki tutorials on multi threading now!
1. Actual Multi Threading for Large Tasks
This is a tutorial on creating actual new threads that will run until they are requested to stop!
To put this in perspective, the entire Render Thread is one such thread, as I am showing you how to create below!
I had great performance gains from creating an actual thread to compute the first 50,000 prime numbers. My fps stayed at solid 90 (my personal chosen max) the whole time!
2. Using the UE4 Task Graph System to perform a bunch of smaller tasks
If you have a bunch of small tasks to be handled outside of game thread then the Task Graph system is ideal!
3. Video
In this video I am computing the first 50,000 prime numbers while continuing to play in the Game thread!
This used my slower method of the Task Graph system (I created 50,000 tasks, one for each prime to find ;))
The performance of actually creating a dedicated thread is incredibly much better than what I did below 
The video shows you the overall result though, of being able to compute large quantities of data while still playing in the Game Thread
Enjoy!
Rama