CPU can include multiple separate processing units, called cores. The advantage of CPU with multiple cores is, that each core can run a separate task at the same time. Because of multiple cores, CPU can process the tasks faster (not only one task at the same time).
Threads also allow the processor to perform multiple tasks at the same time. The difference between cores and threads is: core is a hardware component, whereas thread is a virtual component that manages the tasks.
Threads are related to the cores. Each core can have a multiple threads.
So, simply said, more cores and threads make CPU better. But there are also other factors having impact on CPU's overall perfomance. For example base and boost frequency, cache and other features. It is not only about cores and threads.