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

Everywhere, almost. All scenarios, almost. That's why this topic is too broad to cover in one answer at this forum. If you are a novice, you would need a book, as a minimum, not a short article.

First of all, not threading in C#, but threading in .NET. That said, I'm am not really sure you understand the role of the platform and the framework, to get into more or less advanced stuff. Suppose you do. As you ask about scenario, perhaps you are not familiar with threading concepts in general. Anyway, sooner or later you probably need to start. Some or another way, like:
http://en.wikipedia.org/wiki/Thread_%28computing%29[^],
http://msdn.microsoft.com/en-us/library/hyz69czz%28v=vs.100%29.aspx[^],
http://msdn.microsoft.com/en-us/library/ms173178%28v=vs.110%29.aspx[^].

—SA