A user cannot make an application do it. The application's own code has to do multi threading and use it. More code threads created equals more CPU usage. Of course, it cannot use more than it can use. So even then it may or may not have high CPU use. It could be limited by CPU speed, disk speed, or whatever.
The only real choice you have is to try alternative applications be it GUI ones or command line ones and see if you can find one that performs faster.
Windows own applications are often still in the past that way. Eg notepad has horrible opening performance of large documents that notepad++ opens very quickly. Although, I think it has improved a bit in the past year or so but I didn't do any real tests to see for sure.
You actually should never use the priority setting btw.