You may want to read the book "VTune Performance Analyzer Essentials" by James Reinders (ISBN 0-9743649-5-9) which is an excellent treatise on VTune .
You may also want to check out the "Help->Show-me Demos" available once you launch VTune . If you are interested in Thread Profiler tutorial, please access it using "Help->Getting Started Tutorials".
If you have any additional questions, just ask. :)