Hello Prince.
Below is the example.

import thread
from openerp.http import request
@api.multi
def button_method(self): #this is button method from wizard call
    #you need to set kwargs for db and uid
    kwargs = {'uid': request.uid, 'db': request.db}
    thread.start_new_thread(self.theard_method, (kwargs, arg1, args2, args_n)    
    return {'type': 'ir.actions.act_window_close'}
def thread_method(self, kwargs, arg1, arg2, arg_n):    
   new_cr = sql_db.db_connect(kwargs.get('db')).cursor()    
   with Environment.manage():
     #you need to define environment as you can't use the self.env['']      
     env = Environment(new_cr, kwargs.get('uid'), {}) 
     partner_obj = env['res.partner'] #example to initiate the obj