about the implementation of the Asynchronous reply Server

From the samples, I know that in order to implementing an Asynchronous reply Server, I have to create some worker threads in advance. But can we create the worker threads only when necessary like the following code?

static void* worker_routine (void *context)
int rc;
// Socket to talk to dispatcher
void *receiver = zmq_socket (context, ZMQ_REP);
rc = zmq_connect (receiver, "inproc://workers");
assert(rc == 0);

char *string = s_recv (receiver);
CreateThread(NULL, 0, (LPTHREAD_START_ROUTINE)worker_routine, context, 0, NULL);
free (string);
// Do some 'work'

Sleep (1000);

// Send reply back to client
s_send (receiver, "World");
zmq_close (receiver);
return NULL;

void Service()
void *context = zmq_init (1);

// Socket to talk to clients
void *clients = zmq_socket (context, ZMQ_ROUTER);
zmq_bind (clients, "tcp://*:5559");

// Socket to talk to workers
void *workers = zmq_socket (context, ZMQ_DEALER);
zmq_bind (workers, "inproc://workers");

// Create one worker thread at first.
CreateThread(NULL, 0, (LPTHREAD_START_ROUTINE)worker_routine, context, 0, NULL);

// Connect work threads to client threads via a queue
zmq_device (ZMQ_QUEUE, clients, workers);

// We never get here but clean up anyhow
zmq_close (clients);
zmq_close (workers);
zmq_term (context);

int _tmain(int argc, _TCHAR* argv[])
return 0;