what is the REAL deal on PHP effieciency with windows

All I picked up a book on PHP about a week ago. I also have read the FQA on www.php.net. The book alluded to PHP being way better than CGI and it's very clear why in Unix. PHP is built into apache .. simple to understand. However things get a little hazy in the book on Windows, and the FAQ did nothing to help me here. For instance Cold Fusion in Windows is a multi threaded service with ISAPI connectivity. Very simple to relate to. PHP does not appear to be multi threaded according to the FAQ? So if PHP faster than CGI and can I have persistant "HOT" connections to a data base? In other words do I fork PHP scripts in Windows (IIS 5.0) or NOT? Also what is the technology that allows me to reuse a persistant DB connection, such that there is a real efficiency in terms of time/transaction. A pointer to doc (even in www.php.net) would be acceptable. Or something like that. It's just "the simple message" on PHP and Windows seems difuse. I get the feeling PHP will be great on Windows REAL SOON. But in the meantime it's just a CGI knockoff. If that assertion is wrong I want to know why! I also think that if it's right I don't want to spend any more time chasing the PHP rainbow at this time.