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You still need to #include the header because for well-formed C code the compiler needs to know the prototype of the function. Headers just have function prototype, #defines, and the like ... they shouldn't actually contain code. Additionally, I believe that the system call is not actually run, but there's a thin wrapper in glibc around it. I'm not sure about that part, though, because it's been awhile since I've looked at it.
I don't think pthread_create is a syscall (at least grepping through arch/x86/kernel/syscall_table_32.S doesn't show it). In Linux each thread is treated as its own process (although it has the same PID, it has a different TID). I suspect that the pthreads library uses the clone(2) system call to do its work (there is an option for cloning with the same PID -- see the man page for more details).