You have not started your thread so control is not invoking CreatePDF() method Which i am getting by your given code.
Your updated code should be like below :- Try this one may help...
ThreadStart threadstartprint = () => CreatePDF();
Thread threadprint = new Thread(threadstartprint);
threadprint.Start();
CreatePDF()
{
try
{
}
catch(Exception ex)
{
lbl.text=ex.message;
}
}