It would be much more efficient if you could tell us what you want
from the thread. Different goals "yields" different solutions. There
is no yield() anymore since Win is pre-emptive OS now (it controls the
execution of all threads). There is Sleep(), but it may not be the
solution for your problem, though it may seem to work in some cases.

There is an option while creating the thread to create it in suspended
state, so you could do something with it, and then call ResumeThread,
and there are synchronization mechanisms (critical sections, mutexes,
events) to make threads wait for each other.

HTH