[Doc] Describe how to manage multithreading

[royjacobson]

Spent a bit of time on figuring this out (after accidentally running on all 256 cores of our shared login server 😅) so figured it is worth a bit of documenting.
Please LMK if there's a more appropriate place for this.

[ashishUthama]

Might also be worth pointing to
https://pytorch.org/docs/stable/generated/torch.set_num_threads.html
(Since that ought to keep up with whatever library PyTorch uses under the hood)

[carsen-stringer]

thank you this is great!