Which neural network emulator uses multiple CPU cores?

Question

Windows

Please advise a neural network emulator that uses all the cores of a multi-core processor.
At the moment I'm using FANN+GUI. Convenient, understandable, but uses only one core out of eight, which is why training takes a very long time. Tried several other emulators but they all have the same drawback. Google searches turned up nothing either.
Are there similar free emulators for Windows? Not necessarily for the CPU, CUDA is also suitable (I have nVidia).
I would be glad even if you tell me the direction to search for such an emulator.