The Execute method is your thread function. You can think of it as a program that is launched by your application, except that it shares the same process space. Writing the thread function is a little trickier than writing a separate program, because you must make sure that you do not overwrite memory that is used by other processes in your application. On the other hand, because the thread shares the same process space with other threads, you can use the shared memory to communicate between threads.

1. Synchronizing with a main VCL thread.
2. Avoiding simultaneous access to the same memory.
3. Waiting for threads.
4. Handling exceptions.