Which one would that be? Windows 98?
Most OS recognize Multiple cores as multiple CPUs for that matter, and *should* be able to do the right thing. I can't promise it will happen, but I dare to say that any modern OS (Windows, yes, starting with XP of some sort; and pretty much every *nix derivate) will do the right thing.
Easy check, run [number of cores or cpus] threads doing work; could be a rather useless infinite loop aswell - check your task manager or whatever lists your cpu usage, and see if it reaches a total of 100% (windows defines the total load as sum of all cpu/core loads divided by the amount of cpus/cores).