desmume | DeSmuME is a Nintendo DS emulator | Emulator library

windows DLL will be of no use on an embedded system like the Nintendo DS. You should only use libraries that have been rebuilt for your target platform, and not libraries for the host system.

Additionally, something like pthread relies on an operating system to provide the threading services (typically, a POSIX-compatible one), and the Nintendo DS has no such services: you are running on bare metal, and you only have the services you bring in. That does not mean it is impossible to do multi-threading on a DS, but that means you'll have to do it all by yourself, using the timer interrupt to trigger code that captures stack and program pointers, stores them somewhere and restore those of a previous thread. This is called software multithreading.

Hopefully, since the NDS has dedicated hardware for video and audio multiplexing/compositing as well as a slave processor for slow tasks such as serial devices communication and networking, your ARM9 CPU is typically free for running your game logic uninterrupted and has no real needs for multi-threading.