IOCP thread pooling question

Hello, I've got a question about the IOCP Thread pooling.

How do I create such pools?
Do I need to create some threads (I know about the 2*CPU rule) with the same function?

Anyone care to explain me some?
I'm new to IOCP, I already have some experience in Network Programming though but that was with just one client at a time.
Now I'm programming a wrapper class for IOCP, for use later on for games and such.

Thanks alot!