How to run multiple threads properly

[wavic]

import threading

def csv2xlsx(file_name):
    # procces the csv
    # save the xlsx

_ = [threading.Thread(target=csv2xlsx, args=(file_name,)).start() for file_name in files_list]

Something like that? I've never used threading module but I tried to put together something looking at the docs a minute ago. Hope this will work.