I understand that the concept of how a game runs i.e

while (game_loop = true)
 {
  //handle events 
  // input/output/sound etc
 }

But it has come to my attention while programming in another HLL is do some games use threads for certain operations? For example take any Pokemon game ; during interaction a textbox appears to display information. Now I've been trying to simulate that sort of textbox and the only way I could have got it to be exactly the same is by using a loop and yes once a loop is started there is no way to handle window events unless they are handled again inside the loop itself.

I couldn't have used this loop inside a different thread other than the main one (due to a DirectX limitation) so the only option was to use it inside the main program thread. I was wondering if some games work like this ; do they only use the main program thread and handle events again if they're inside a loop?

Edit: I forgot to mention this is about console games not PC games!

Thanks Nubcake