See the Planemo documentation for information about developing multi-threaded tool wrappers using GALAXY_SLOTS.
How you configure GALAXY_SLOTS depends on the cluster system being used. More about the subject on the supported cluster systems page.
In all cases you need to include a parameter on your job_conf.xml that specifies the number of processes to be used for a given destination. If correctly defined your should see your GALAXY_SLOTS variable contain the specified value.
To help debug the issue and ensure your configuration is correct you can use this tool or a variation of it to verify the cluster environment and the state of some of the relevant variables.
For information on how GALAXY_SLOTS is defined on most cluster systems, please refer to the file lib/galaxy/jobs/runners/util/job_script/CLUSTER_SLOTS_STATEMENT.sh. If it doesn't seem to work for your platform - it may not actually be supported yet - let the Galaxy development mailing list know how to modify that file to support it.