Add a chapter about threading layer into the docs

CONTRIBUTING.md

@@ -25,7 +25,7 @@ Refer to our guidelines on [pull requests](#pull-requests) and [issues](#issues)
 
 ## Contacting maintainers
 You may reach out to Intel project maintainers privately at [email protected].
-[Codeowners](https://github.com/oneapi-src/oneDAL/blob/main/.github/CODEOWNERS) configuration defines specific maintainers for corresponding code sections, however it's currently limited to Intel members. With further migration to UXL we will be changing this, but here are non-Intel contacts: 
+[Codeowners](https://github.com/oneapi-src/oneDAL/blob/main/.github/CODEOWNERS) configuration defines specific maintainers for corresponding code sections, however it's currently limited to Intel members. With further migration to UXL we will be changing this, but here are non-Intel contacts:
 
 For ARM specifics you may contact: [@rakshithgb-fujitsu](https://github.com/rakshithgb-fujitsu/)
 
@@ -69,6 +69,12 @@ Refer to [ClangFormat documentation](https://clang.llvm.org/docs/ClangFormat.htm
 
 For your convenience we also added [coding guidelines](http://oneapi-src.github.io/oneDAL/contribution/coding_guide.html) with examples and detailed descriptions of the coding style oneDAL follows. We encourage you to consult them when writing your code.
 
+## Custom Components
+
+### Threading Layer
+
+In the source code of the algorithms, oneDAL does not use threading primitives directly. All the threading primitives used within oneDAL form so called [threading layer](http://oneapi-src.github.io/oneDAL/contribution/threading.html).
+
 ## Documentation Guidelines
 
 oneDAL uses `Doxygen` for inline comments in public header files that are used to build the API reference and  `reStructuredText` for the Developer Guide. See [oneDAL documentation](https://oneapi-src.github.io/oneDAL/) for reference.

docs/source/contribution/threading.rst

@@ -0,0 +1,22 @@
+.. ******************************************************************************
+.. * Copyright contributors to the oneDAL project
+.. *
+.. * Licensed under the Apache License, Version 2.0 (the "License");
+.. * you may not use this file except in compliance with the License.
+.. * You may obtain a copy of the License at
+.. *
+.. *     http://www.apache.org/licenses/LICENSE-2.0
+.. *
+.. * Unless required by applicable law or agreed to in writing, software
+.. * distributed under the License is distributed on an "AS IS" BASIS,
+.. * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+.. * See the License for the specific language governing permissions and
+.. * limitations under the License.
+.. *******************************************************************************/
+
+.. highlight:: cpp
+
+Threading Layer
+^^^^^^^^^^^^^^^
+
+DEscription of the threading layer to go here.