Add wxThread::SetName for naming threads for debugging purposes

Such thread names can be shown by some debuggers, and depending on
the OS and compiler versions used, they can be visible in process
lists and crash dumps.

Co-authored-by: PB <PBforDev@gmail.com>

interface/wx/thread.h

@@ -1385,6 +1385,28 @@ protected:
         OnExit() will be called just before exiting.
     */
     void Exit(ExitCode exitcode = 0);
+
+    /**
+        Sets an internal name for the thread, which enables the debugger to
+        show the name along with the list of threads, as long as both the OS
+        and the debugger support this. The thread name may also be visible
+        in list of processes and in crash dumps (also in release builds).
+
+        This function is protected, as it should be called from a derived
+        class, in the context of the derived thread. A good place to call this
+        function is at the beginning of your Entry() function.
+
+        For portable code, the name should be in ASCII. On Linux the length
+        is truncated to 15 characters, on other platforms the name can be
+        longer than that.
+
+        @return Either:
+            - @false: Failure or missing implementation for this OS.
+            - @true: Success or undetectable failure.
+
+        @since 3.1.6
+    */
+    bool SetName(const wxString &name);
 };