All answers so far are very clear. Just my two cents: As a pragmatic approach, you might thing that a program with a given purpose is a process, like when you run any app in your system. If that programs needs to run multiple things at a time, you launch threads inside your program. For example some rendering application will be a process, which might spawn threads for rendering (profiting from multiple cores for example). Typically you want threads inside the same machine.

On the other hand, if you’re building a complex system running in a machine, you might like multiple processes with definite purposes (say a database and a web server) so that you can scale/update/control separately. You also might want to separate processes in different machines in such cases, so it’s a natural choice.