docs: changed making_threads.md to include more info

[Jaskowicz1]

This PR changes making_threads.md, adding a section on locking threads and changing the wording on the second example. This PR also renames the page.

The second example was reworded as, due to #930, it was no longer the only way to get a thread to talk in it. This meant that the example should be changed to show how you could loop through all of them, to keep the example. That meant adding a third example, showing how to use thread_get.

Documentation change checklist

• My documentation changes follow the same style as the rest of the documentation and any examples follow the coding style guide.
• I tested that my change works before raising the PR (via running doxygen, and testing examples).
• I have not moved any existing pages or changed any existing URLs without strong justification as to why.
• I have not generated content using AI or a desktop utility such as grammarly.

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[Jaskowicz1]

Converted to draft until #930 and #931 are merged and pushed to master.