In Android in order to avoid to do too work in the main thread, most of the operations should be carried out in a secondary thread or a class that extends AsyncTask; then the final results are reported in some view to be shown to the user using Activity.runOnUiThread(Runnable) or View.post(Runnable) (see Processes and Threads) or Handler.handleMessage() (see Communicating with the UI Thread).
Starting a thread is very easy in java, after you create it you need to call the method start(), for example:
Thread myThread = new Thread(new MyRunnable());
where MyRunnable is a class implementing the Runnable interface overidden the method run().
How to update a TextView inside a loop or, more generally, how to update frequently an UI element of an Activity.