PHP can be built as either thread safe (TS (the term ZTS, Zend Thread Safe, is also used)) or non thread safe (NTS), depending how you deploy PHP (how the webserver interacts with PHP like FastCGI or SAPI, if it spawns processes or threads) you run one or the other, most common is that you use NTS builds on Linux and TS builds on Windows.

PHP does not have a GIL, thus PHP does not suffer from any slowdown when using threads, proper use of threading improves PHP performance without the need to escape to a C library. Internally PHP uses something called Thread-Safe Resource Manager (TSRM) when built as thread safe. TSRM architecture was improved with PHP 7 and to my understanding performance as well.

However PHP does not ship with any API to handle threads, this is because normally you, the web programmer, don't do any process/thread handling in a web setup, concurrency is handled by the webserver for each request. It does exist third party extensions that enables threading API, like in a cron job.