I'm not sure I could do better than the documentation that I already linked.
See the EXAMPLE section in IO::Select and AnyEvent::Socket.
Maybe you can ask questions by showing actual code you have which tries to use IO::Select or AnyEvent::Socket or threads and tell us how it fails for you to do what you want.
In reply to Re^5: Async socket connection
by Corion
in thread Async socket connection
by ljamison
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