Harrison/multithreading directory loader (#4650)

Co-authored-by: PawelFaron <42373772+PawelFaron@users.noreply.github.com>
Co-authored-by: Pawel Faron <ext-pawel.faron@vaisala.com>

docs/modules/indexes/document_loaders/examples/file_directory.ipynb

@@ -112,6 +112,34 @@
     "docs = loader.load()"
    ]
   },
+  {
+   "cell_type": "markdown",
+   "id": "c16ed46a",
+   "metadata": {},
+   "source": [
+    "## Use multithreading"
+   ]
+  },
+  {
+   "attachments": {},
+   "cell_type": "markdown",
+   "id": "5752e23e",
+   "metadata": {},
+   "source": [
+    "By default the loading happens in one thread. In order to utilize several threads set the `use_multithreading` flag to true."
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "id": "f8d84f52",
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "loader = DirectoryLoader('../', glob=\"**/*.md\", use_multithreading=True)\n",
+    "docs = loader.load()"
+   ]
+  },
   {
    "cell_type": "markdown",
    "id": "c5652850",