CONFIG_SYS_SUPPORTS_MULTITHREADING is not available for thedefaultarchitecture x86.
Result is shown for architecture mips

CONFIG_SYS_SUPPORTS_MULTITHREADING (not configurable)

configname: CONFIG_SYS_SUPPORTS_MULTITHREADING

Linux/MIPS Kernel Configuration
└─>Kernel type
└─>SYS_SUPPORTS_MULTITHREADING
In linux kernel since version 2.6.18 (release Date: 2006-09-19)  
is selected by
CONFIG_MIPS_VPE_LOADER