In other words; how can i process, for example, always 3 files at the same time?

It depends. You simple are not giving enough of a description of what you are doing to the files, and what you hope to gain by the use of threading, for anyone to be able to hazard a guess as to how it might be best done.

If you posted a sample of the contents of these files; along with a tally of how many and how big these files are and how long it takes to process them and most importantly, the code you are using to process them; you might get some useful answers.