If you're talking about the Parallel Computing Toolbox (PCT), then, no, you do not get access to multithreading through that, only multiprocessing and GPU processing. I recently considered buying the PCT, and this is one of the main reasons I probably won't.

The only type of multithreading in Matlab is the type that is built into the core language, and you don't get any control over that.

Finally, the claim to originality here isn't just the introduction of multithreading (which isn't even new in Julia!), but the particular threading model and scheduler, which lends itself particularly well to composable multithreading.