void mysql_thread_end(void)
Description
This function needs to be called before calling
pthread_exit() to free memory allocated by
mysql_thread_init().
mysql_thread_end() is
not invoked automatically by the client library. It
must be called explicitly to avoid a memory leak.
Return Values
None.

User Comments
According to dll.c:
Within win32, LibMain calls mysql_thread_init() and mysql_thread_end() automatically for each newly created thread after the lib has been loaded.
Therefor it shouldn't be necessary to call these functions again. As I said, only for win32 and only if we use the dynamic library.
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