Can't we use threads inside the member function of class?

// inside class A declaration:
class A: public IDialysisConnector:
//..
static DWORD WINAPI ServerConnectThread(LPVOID lpdwThreadParam);
// ..


// in class A implementation:
//..
DWORD WINAPI IDialysisConnector::ServerConnectThread(LPVOID lpdwThreadParam)
{
  printf"this is done");
  return 0;
}
//..

 class IDialysisConnector
{
public:
HANDLE threadHandle_;   
virtual int ConnectToMachine();  //This will make socket connection with the machine.
};

///////////////////////////////////////////////////////////////////////////////////
class CThread
{
private:
    static DWORD WINAPI CThreadFunc(_In_  LPVOID lpParameter)
    {//connection to a class
     //needed to have access to nonstatic members
        reinterpret_cast<CThread*>(lpParameter)->run();
        return something;
    }
protected:
    virtual void run() = 0;
public:
    void start()
    {//threading routines wrapper
        DWORD dwThreadId;
        CreateThread(NULL,0, CThreadFunc,(LPVOID)this,0,&dwThreadId);
    }
}

class CMyServerThread: public CThread
{
protected:
    virtual void run()
    {
        // do anything you like there, 
        // this will be executed in separated thread
        // here you have full access to non static members of the class
    }
public:
}

CMyServerThread myServerThread;
myServerThread.start();