In the Intel scheme, each "core" is an actual CPU chip with all its own hardware to process its own instructions, and each has some working memory, too. All your cores share access to the same memory and I/O. My desktop has an Intel i7, which is 4 separate CPU chips on a single heat-sink.
In C and Java programming, a "thread" is set of functions. Each thread can run independently, however this is not based on the "core" that houses it, but on the function that started it and expects its output. Each thread will have its own memory resources, especially a stack and some fixed variables. Your program will usually have one thread to manage the overall logic of your program, and another thread to respond to your input events and process its output.
A "process" is a program that performs a function. In my Windows desktop, each of the 4 cores in my Intel i7 will run 2 processes each,for a total of 8. But one of these processes is a core allocation manager, which dynamically picks which of the 7 processes to do each job that comes up. For example, Corel Painter keeps all 7 processes busy, and balances them pretty well, and it doesn't matter which part of painting is done by which process. The processes rarely hit 100% busy, and the cores rarely hit 100 degrees C. The sharing algorithm is planned by the software engineers, using a strategy that makes sense to them.
Your graphics GPU card is designed to process the graphics (doh!) by converting 3D scenes to 2D projections, dynamically, repeatedly, and fast. The architecture is designed to process many objects in parallel, so it works well with a lot of similar info. It takes commands from all your cores, all your processes, and all your threads. In X-Plane, I guess this is managed by the Open-GL system, although it starts with the programmer's strategy.
So you see, asking for "more cores" or "more threads" or "more cards" always depends on what each of those things do well in the environment. The hardware is easy to buy. To take advantage of them, you need the skills, experience, and resources to design the strategy. And every problem can be solved with more people, more time, and more money.