1) You know how to create a Thread using the Thread class.
2) A Java application itself is a Process on your native machine.
3) JVM can initiate a new (native) Process. The code is as follows
Process p = Runtime.exec(".....");
4) The title of your response is full of confusion. Let me cite it here--- How can I judge a running program is Process or Thread. The reason is that a running programm cannot be simply a Thread.
5) Whenever you talk about a Thread, please remember it means " a thread of control".
6) If you are really interested in hacking on the precise definitions, I suggest you pick up a book on Operating System. I guess you have one. As you browse the book, please pay attention to another term---task. Usually, people do a task in a seperate Thread.
7) Good luck.