This is not true. Sorry.
A thread is an execution unit. Kind of like an atom to a CPU. They are scheduled, then processed. Hyper threading gives the ability to schedule 2 threads per cpu core instead of the one.
They are not "part" of the cpu in any way. Nor does anyone call a cpu a thread or use thread to refer to virtual processors. For lack of a better analogy, a thread is digested by the cpu.
http://en.wikipedia.org/wiki/Thread_(computer_science)
I don't claim to have a high level knowledge of the topic. And frankly in this case knowing/describing the technically correct answer isn't very important to me (nor I'd gather to most of us mortals).
What is important is this:
Old CPUs could schedule 1 thread...
Newer CPUs can schedule 2 threads...
"Virtual" might not be technically accurate but it gets the point across.
My Mac Pro features 16 threads...which is the equivalent of 16 cpus from yester-year. My programs see 16 cpus even if there are only half as many that are physically present.