Windows – How to limit a process to a single CPU core

Take a look at the hwloc project. It provides an C API to answer these kind of questions and also a tool called lstopo which generates CPU/memory topology maps. See the URL for examples.

As another user commented, it's mostly OS-dependent.

if a CPU has 2 logical cores, it can run two programs 100% concurrent, yes?

Concurrently yes, in parallel no. See: https://softwareengineering.stackexchange.com/questions/190719/the-difference-between-concurrent-and-parallel-execution

For example, say I have 100 processes running on 2 cores ... will the OS try and divide 50 on each core for load balance? Will they be randomly scattered?

Each OS has it's own scheduling algorithm.

Say I launch mspaint.exe on a quad-core Intel chip ... where will it be executed from (core 1, 2, 3, 4?), and will it continue executing there until close?

We don't know where it will be executed and it will most probably not continue executing from start to finish on the same core. Again, depends on the OS scheduler.

Is it truly possible to pick a specific core, or program for multi-cores directly without having a transparent daemon or the OS doing it randomly for you?

Apparently yes: https://stackoverflow.com/questions/663958/how-to-control-which-core-a-process-runs-on

How so, if all people say is "just use threads"? Is using multi-threads mapped to cores? If so, how is using a thread tailored to a core without OS intervention if threads on a single-core do not concurrently work?

I didn't understand the question here, but the basic idea with threads is that you create them and the OS runs using its scheduling algorithm, there's no need for you to control in which logical or physical core it will run (there may be cases you might want to do that, I'm not sure why).