MetaTrader4 could take more than one transaction simultaneously ?

No. Only one transaction at a time, for all symbols and timeframes.

An EA or even several EAs can not send more than one Order at a time,  the trade context can only handle one order placement/modification at once . . . .   but you can have several trades open at the same time. 

Is it possible to run than one thread ? 

Asked and answered: "the trade context can only handle one order placement/modification at once." Each EA is running in its own thread.

MetaTrader (not MQL) runs 3 threads for sending orders and is capable of sending 3 orders simultaneously. Only one of this threads is accessible by MQL.

An Expert Adviser can send one order (order context 1) while *at exactly the same time* a manual trade is executed (order context 2) while *at exactly the same time* internally a trailing stop order is updated (order context 3).

Nevertheless every terminal instance has its unique MQL trading context. If you know how to send and receive messages, you might control several trading events concurrently.

You might want to take a look at this:  Preliminary Announcement of the New MetaTrader 4 Build 480

 

"Terminal: Increased the number of allowed parallel trading operations for MQL4 programs - up to 8 parallel trade requests are allowed now. This ensures uninterrupted simultaneous trading of several scripts or Expert Advisors - it means that it is almost impossible to receive "Trade context is busy" error code in normal conditions."