Glad you're enjoying the game to that degree!
AI War has two main workhorse threads -- the main simulation, and then the AI thread (which runs on the game host only in multiplayer). There are then around 16+ other, smaller, threads for things like network, sound effects, and music playback. So if you have three cores, expect the sim thread to run on one, the AI thread to run on another, and then the third core to be mostly idle but handling other system stuff and those other smaller threads of the game. If your game is not at full CPU utilization or even close on a single core (as often happens with the sim thread in smaller games or earlier in), then .NET may combine more of the execution onto a single core -- it will seamlessly spread out as it needs to, though, so no worries there.
Personally I'm running on a quad core, and I tend to see around 30% CPU utilization or something along those lines from the game.