Check if a thread exists by it handle
I found the answer tks srs.
GetExitCodeThread
For more information:http://msdn.microsoft.com/en-us/library/ms683190(VS.85).aspx
If you're just interested in which ones are still running, this should work:
if WaitForSingleObject(ThreadHandle, 0) = WAIT_OBJECT_0 then // Thread is still running