It is hard to know whether a change to your program will make it faster until you understand where it is spending its time now.
For example, if the program is slow because the operating system's file system is taking too long to open and close all those files, adding threads will not help. At the other extreme, if the program is limited by the cpu speed, then threading will also not help unless you are on a multicore processor. Even in that case, you might be able to rewrite the part of the program that is taking too long, and doing so might be more of an improvement than taking advantage of multiple cores.
So if your program is running too slowly, I think it is important not to change anything until you understand how the program spends its time.