Depends how you interpret the question..
An EJB container such as an app server is a multithreaded
Java application. It uses multiple threads to serve multiple requests at a time.
However -
It is usually a bad idea to work with threads from your own J2EE code. So any EJB code you write should not look like multithreaded code.
Application servers manage resources internally, and if you start creating threads in your own code, you will mess up that resource management.
Hope this answers your question,
Geoffrey