By including the <thread> header from the STL, we gain access to the std::thread class with facilities for mutual exclusion (mutex, and so on) provided by further headers. This API is, essentially, the same as the multithreading API from Boost.Thread, the main differences being more control over threads (join with timeout, thread groups, and thread interruption), and a number of additional lock types implemented on top of primitives such as mutexes and condition variables.
In general, Boost.Thread should be used as a fall back for when C++11 support isn't present, or when these additional Boost.Thread features are a requirement of one's application, and not easily added otherwise. Since Boost.Thread builds upon the available (native) threading support, it's also likely to add overhead as compared to the C++11 STL implementation.