Docs: Document the differences between the different multi-threaded options

[rusty-snake]

Is your feature request related to a problem? Please describe.

At least from a external view it's confusing to choose the "right" multi-threaded program/options.

There are

• pzstd
• zstdmt
• zstd -T0 (which is the same as zstdmt AFAIK)
• ...

Describe the solution you'd like

Better documentation on the differences or if there are no differences a sentence telling than.

Describe alternatives you've considered

N/A

Additional context

N/A

[Cyan4973]

Short answer : prefer zstd -T0.

Now let's see what can be done to documentation to help.