MySQL selects/updates only using 1 core
The innodb threads have their place; but they do not help you out in your SELECT query. With MySQL, unfortunately, your SELECT can only use one single core.

This immediately means that if you want to use more cores, you must parallelize your queries. Very often this is possible. Do you have this huge script you're running? Are there independent parts to it? Parallelize them.

But if you cannot parallelize for some reason, you're more limited. Take a look at Shard Query. Either use it or get some ideas from it.