When will use threading in c#??? Which scenario uses threading in c# application?

It depends whether your machine has a single processor or multiple processors (or cores).

If you have a single processor, then threading won't quicken up your tasks - it will probably slow them down a bit because of the overhead of creating and managing threads. 

However, it can be used to keep your user interface responsive whilst a long running or processor intensive operation is taking place in the background. Otherwise the background operation may hog processor time and freeze the UI in the meantime.

If you have multiple processors or cores, then true concurrency is possible and you can then run your processor intensive operation on a thread on one processor whilst the UI is running on a thread on another processor. This will clearly improve overall performance though you may then have the problem of concurrent access to shared resources to deal with.