Threshold braking is usually only used in racing/high performance conditions.
Simply, you're using the brakes up to the point just before lockup to maximize the stopping force. The tyres play a role in it too, etc etc...
* Press the brake pedal about half way in, as if you were braking normally.
* Smoothly increase brake pedal pressure until wheels just start to slip and threaten to lock up. On dry, hard pavement you will start to hear a low-level squealing sound. On loose or slippery surfaces you will start to hear a low-level swashing sound. On all but the highest grip surfaces the front wheels will lock first by design in order to avoid oversteer.
* Reduce brake pedal pressure by a small amount, enough to diminish the squealing or swashing sound and allow the almost-slipping wheels increase their traction again.
* If more braking is desired, increase brake pedal pressure until the wheels threatens to lock up again, then release pressure, and so on.
* All all times, avoid actual locking of the wheels. Note that on slippery pavement if you actually lock up the brakes you will have to lift your foot almost entirely to regain wheel rotation.