I\'m able to run 2 or more WPF windows on different thread. The problem is that now my application in splitted in many windows.
What I really want is have a main window
"What I really want is have a main window containg a grid in which every cell contains an element managed by a different thread."
One way to go about this would be to create your elements normally in the cell. Create a regular class ViewModel that doesn't touch the UI but runs on it's own thread. This class is the brains behind what you're actually trying to DO with in your cells, not what you're trying to SHOW in your cells. This ViewModel class should implement INotifyPropertyChanged when it's data is has been updated. In your MainWindow.cs file you can set your cell elements' DataContext to these ViewModels. Lastly, in your XAML you can Bind things you're trying to show with the Properties in your ViewModel.
I know I breezed over a lot of details, but it's a starting point. Lots of help to be had around here if you need any.