I don't think there is such concept as "attach a thread to process" or "process sets".
You can only create a thread in your current process or use a thread form a thread pool. In that thread, nothing prevents your from accessing some other process, except… strong process isolation. Basically, breaking through this isolation should be strongly discouraged. Nevertheless, raw Windows provides some API for accessing a memory in remote process. The use of such API should be limited to some very special system utilities and purposes, like debugging. Here, I don't mean the cases when an external process is designed to collaborate with other processes; please see:
http://en.wikipedia.org/wiki/Inter-process_communication[
^].
[EDIT]
Member 10210056 asked:
How to create a thread in my current process?
The ways to get a thread for a current process are explained in my recent answer:
How to change a Single Thread Function/ Method For Multi Thread[
^].
—SA