- you can use system threads. Yes you'll only be able to run one OCaml thread at once, but when one OCaml thread gets blocked on I/O it switches to another.

- you can do co-operative threading if you write your code in a monadic style (there are a few libraries providing this: Lwt, Async, and in some sense Equeue). Then you don't need to worry about the thread/context-switching overhead, and the event-driven architecture should allow you to scale to thousands of concurrent events. While this may sound scary at first, the syntax is quite easy to understand, and it really is a lot easier than trying to write non-blocking code in C with lots of callbacks.

In particular have a look at Ocsigen, and Eliom that provide a web-server and framework: http://ocsigen.org/tutorial/

Regarding the book have a look at the 'Concurrent Programming with Async' chapter that shows how you can write a TCP server/client that doesn't block.