Properly handle multi-threading

[ddeclerck]

Some OSes have specific requirements as to to thread running the event loops :

• on OSX, the event loop must be run from the main thread
• on Windows, each thread that create windows must have an event loop

In order to uniformize these behaviors, we should ensure the event loop is always run from the main thread and that windows are always created from this thread. This probably requires some message passing facilities between the main thread and secondary threads.