The book in question Multithreading Applications in Win32 was published in 1996, which predates the operating systems where the OpenThread() function was available. So, the book is simply out of date.
The above MSDN link says that OpenThread() requires WindowsXP/2003. However, as Luke noted in a comment below, it seems this function was also in Windows 2000. (Which still predates the book in question, but I thought it worthwhile to clarify.
Well, you can easily look up a lot of reference material and examples on MSDN in addition to a plethora of books on the subject:
This question might have been partially answered previously also - have a look here - "Recommended Multithreading Book" (but not for Windows specifically)