My company has Kaspersky Business Space Security. Awhile ago, someone mentioned to me about a multithreaded version for Windows File servers, in which Kaspersky performs better on file servers. Does such a version exist? Or can someone explain multithread on Kaspersky for Windows Servers?

you will see avp.exe services are running on system task manager.
(must have minimun 2 services or more, it's started up by system and current user at that time)

if you enable multi-processor on file-server setting, you wil see many anti-virus kernel are loaded in parallel on system task.

More copies of anti-virus engine that are running, anti-virus will process the operation faster. (can scan many files and processes at the same time, and give more protection) if you have many events occur at that time, many anti-virus kernel will be loaded for protect in all event.

But it depend on performance of server, CPU and Memory