Document OpenMP dependency [skip ci]

PR #1852 only adds mention of this to the release note.

I think it's useful to have a list of all dependency names which are treated
specifically in Dependency.md, so add 'thread' and 'openmp'.

docs/markdown/Dependencies.md

@@ -183,6 +183,13 @@ are not in your path, they can be specified by setting the standard
 environment variables `MPICC`, `MPICXX`, `MPIFC`, `MPIF90`, or
 `MPIF77`, during configuration.
 
+## OpenMP
+
+This dependency selects the appropriate compiler flags and/or libraries to use
+for OpenMP support.
+
+The `language` keyword may used.
+
 ## Qt4 & Qt5
 
 Meson has native Qt support. Its usage is best demonstrated with an
@@ -221,6 +228,13 @@ subparts of Qt the program uses.
 SDL2 can be located using `pkg-confg`, the `sdl2-config` config tool, or as an
 OSX framework.
 
+## Threads
+
+This dependency selects the appropriate compiler flags and/or libraries to use
+for thread support.
+
+See [threads](Threads.md).
+
 ## Valgrind
 
 Meson will find valgrind using `pkg-config`, but only uses the compilation flags