Threads - create new or reuse?

I am now delving into Threads for the first time with JUCE (aside from using the Timer class). 

I am creating a class that interacts with a database over HTTP.  I need to have it running on a background thread. 

Would it be better to have each instance have its own thread, that terminates when the data has been returned, or all share the same thread?

If you're starting and stopping threads very frequently, then you might be better using a thread pool, but otherwise it's usually fine to just start one when you need it.