Twitter’s official blog:
We’ve made it easy to create a thread by adding a plus button in the composer, so you can connect your thoughts and publish your threaded Tweets all at the same time. You can continue adding more Tweets to your published thread at any time with the new “Add another Tweet” button. Additionally, it’s now simpler to spot a thread – we’ve added an obvious “Show this thread” label.
Twitter is rolling out their new interface over the next few weeks. To get a sense how to use them, take a look at this animated GIF.
In a nutshell, Twitter is adding a plus sign (+) on the right side of the tool bar. Compose a tweet, then press the plus to start a second tweet. Keep building your thread and, when you are done, tap the Tweet All button to tweet the thread.