Here is an example compile and run scenario.  Notice that
the number of threads is set prior to the run.

[aapon@prospero private]$ icc -openmp -o 01hello-omp 01hello-omp.c
[aapon@prospero private]$ export OMP_NUM_THREADS=4
[aapon@prospero private]$ ./01hello-omp
Hello World from thread = 0
Number of threads = 4
Hello World from thread = 1
Hello World from thread = 2
Hello World from thread = 3