Winsock & IOCP: UDP Server. Async client management - c++

Question

I have a winsock-server, accepting packets from a local IP, which currently works without using IOCP. I want it to be non-blocking though, working through IOCP. Yes I know about the alternatives (select, WSAAsync etc.), but this won't do it for developing an MMO server.
So here's the question - how do I do this using std::thread and IOCP?
I already know that GetQueuedCompletionStatus() dequeues packets, while PostQueuedCompletionStatus() queues those to the IOCP.
Is this the proper way to do it async though?
How can I threat all clients equally on about 10 threads? I thought about receiving UDP packets and processing those while IOCP has something in queue, but packets will be processed by max 10 at a time and I also have an infinite loop in each thread.
The target is creating a game server, capable of holding thousands of clients at the same time.
About the code: netListener() is a class, holding packets received from the listening network interface in a vector. All it does in Receive() is
WSARecvFrom(sockfd, &buffer, 1, &bytesRecv, &flags, (SOCKADDR*)&senderAddr, &size, &overl, 0);
std::cout << "\n\nReceived " << bytesRecv << " bytes.\n" << "Packet [" << std::string(buffer.buf, bytesRecv)<< "]\n";*
The code works, buffer shows what I've sent to myself, but I'm not sure whether having only ONE receive() will suffice.
About blocking - yes, I realized that putting listener.Receive() into a separate thread doesn't block the main thread. But imagine this - lots of clients try to send packets, can one receive process them all? Not to mention I was planning to queue an IOCP packet on each receive, but still not sure how to do this properly.
And another question - is it possible to establish a direct connection between a client and another client? If you host a server on a local machine behind NAT and you want it to be accessible from the internet, for example.
Threads:
void Host::threadFunc(int i) {
threadMutex.lock();
for (;;) {
if (m_Init) {
if (GetQueuedCompletionStatus(iocp, &bytesReceived, &completionKey, (LPOVERLAPPED*)&overl, WSA_INFINITE)) {
std::cout << "1 completion packet dequeued, bytes: " << bytesReceived << std::endl;
}
}
}
threadMutex.unlock(); }
void Host::createThreads() {
//Create threads
for (unsigned int i = 0; i < SystemInfo.dwNumberOfProcessors; ++i) {
threads.push_back(std::thread(&Host::threadFunc, this, i));
if (threads[i].joinable()) threads[i].detach();
}
std::cout << "Threads created: " << threads.size() << std::endl; }
Host
Host::Host() {
using namespace std;
InitWSA();
createThreads();
m_Init = true;
SecureZeroMemory((PVOID)&overl, sizeof(WSAOVERLAPPED));
overl.hEvent = WSACreateEvent();
iocp = CreateIoCompletionPort((HANDLE)sockfd, iocp, 0, threads.size());
listener = netListener(sockfd, overl, 12); //12 bytes buffer size
for (int i = 0; i < 4; ++i) { //IOCP queue test
if (PostQueuedCompletionStatus(iocp, 150, completionKey, &overl)) {
std::cout << "1 completion packet queued\n";
}
}
std::cin.get();
listener.Receive(); //Packet receive test - adds a completion packet n bytes long if client sent one
std::cin.get();}