I have written a small class for synchronizing threads of both Linux (actually Android) and Windows.
Here is the Win32 implementation of my interface :
Our open-source pevents
library is an implementation of just that for all platforms. It's a very small (single-file) bit of C++ code that you can just add to your existing project and get access to the Windows event api built on top of pthreads synchronization primitives.
The most important tidbit is that it includes WaitForMultipleObjects
support.
https://github.com/neosmart/pevents