EventListeners, such as the MouseListener, are nothing to do with threads. By default, for a Swing / AWT app, there is one thread which runs all the code. It monitors user activity and ultimately executes the various event listeners, and draws / redraws screen real-estate. This is why, if in a listener somewhere, you have a loop which never terminates, the whole app locks.
You create a new thread by subclassing Thread, or implementing Runnable and passing it as a constructor parameter to a new Thread instance.
Not sure what you mean by 'identify a thread'. Can you elaborate, maybe?
Tim