If the class extends the Thread class, the thread can be run by creating an instance of the class and call its start() method:
Extend Example
public class Main extends Thread {
  public static void main(String[] args) {
    Main thread = new Main();
    thread.start();
    System.out.println("This code is outside of the thread");
  }
  public void run() {
    System.out.println("This code is running in a thread");
  }
}
If the class implements the Runnable interface, the thread can be run by passing an instance of the class to a Thread object's constructor and then calling the thread's start() method:
Implement Example
public class Main implements Runnable {
  public static void main(String[] args) {
    Main obj = new Main();
    Thread thread = new Thread(obj);
    thread.start();
    System.out.println("This code is outside of the thread");
  }
  public void run() {
    System.out.println("This code is running in a thread");
  }
}
Differences between "extending" and "implementing" Threads
The major difference is that when a class extends the Thread class, you cannot extend any other class, but by implementing the Runnable interface, it is possible to extend from another class as well, like: class MyClass extends OtherClass implements Runnable.
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