How to run this code in a Thread or Async Task?

Question 1

You can try something like below.

button1.setOnClickListener(new OnClickListener() {
            @Override
            public void onClick(View arg0) {
                new asyn().execute();
            }
        });

then create your asynctask like this.

class asyn extends AsyncTask<String, String, String> {

        @Override
        protected void onPreExecute() {
            super.onPreExecute();
            pDialog = new ProgressDialog(yourActivityname.this);
            pDialog.setMessage("Loading... Please wait...");
            pDialog.setCancelable(false);
            pDialog.show();
        }

        protected String doInBackground(String... args) {
        if (InternetStatus.getInstance(this).isOnline(this)) {

XMLParser parser = new XMLParser();
String xml = parser.getXmlFromUrl(URL); // getting XML from URL
Document doc = parser.getDomElement(xml); // getting DOM element

// NodeList nl = doc.getElementsByTagName();

NodeList studentList = doc.getElementsByTagName("streamingurl");

// Print total student elements in document
// System.out.println("Total students: " + studentList.getLength());
Toast.makeText(getBaseContext(), "Please wait while stream loads",
        Toast.LENGTH_SHORT).show();

if (studentList != null && studentList.getLength() > 0) {
    for (int i = 0; i < studentList.getLength(); i++) {

        Node node = studentList.item(i);

        if (node.getNodeType() == Node.ELEMENT_NODE) {

            Element e = (Element) node;
NodeList nodeList = e.getElementsByTagName("andhigh_value");
    theAndroid_HighValue = nodeList.item(0).getChildNodes()
                    .item(0).getNodeValue();

        }

        vid = (VideoView) findViewById(R.id.videoview);
        vid.setVideoPath(theAndroid_HighValue);
    // static final String KEY_IPADHIGH = "ipadhigh_value";
    MediaController mediaController = new MediaController(this);
        mediaController.setAnchorView(vid);
        // vid.setMediaController(mediaController);
        vid.requestFocus();
        vid.start();

    videoBuffering = new ProgressDialog(LiveStreaming.this);
        videoBuffering.setMessage("Loading...Please wait");
        // videoBuffering.setIcon(R.drawable.ic_launcher);
        // videoBuffering.setTitle(R.string.app_name);
    videoBuffering.setProgressStyle(ProgressDialog.STYLE_SPINNER);
        videoBuffering.show();

vid.setOnErrorListener(new OnErrorListener() {
@Override
public boolean onError(MediaPlayer mp, int what,
        int extra) {
        // Log.e(TAG, "Error playing video");
     // Toast.makeText(getBaseContext(),"No Stream Found",Toast.LENGTH_SHORT).show();
 AlertDialog NetAlert = new AlertDialog.Builder(LiveStreaming.this).create();
 NetAlert.setMessage("No Stream Found!");
        NetAlert.setButton("OK",
        new DialogInterface.OnClickListener() {
        public void onClick(
    DialogInterface dialog,int which) {
        // here you can add functions
        // finish();
                }
                });
                NetAlert.show();
                return true;
            }
        });

        vid.setOnPreparedListener(new OnPreparedListener() {
            @Override
            public void onPrepared(MediaPlayer mp) {

                videoBuffering.cancel();
            }
        });

    }
} else {
    Toast.makeText(getBaseContext(), "No Internet Connection",
            Toast.LENGTH_SHORT).show();
    // Toast t =
    // Toast.makeText(this,"You are not online!!!!",8000).show();
    Log.v("Home",
        "############################You are not online!!!!");
}
}
            return null;
        }

        protected void onPostExecute(String file_url) {
            pDialog.dismiss();
        }
    }

here pDialog is your ProgressDialog and you can define it like this ProgressDialog pDialog; Or if you don't want to fore this event on button;s click event then you can directly use this line in your onCreate method new asyn().execute();.

Edit

I have edited my answer, but you have to make some necessary changes in this, i think it will ask you add try and catch block somewhere, then just add it.

Question 2

Go through this link to learn AsyncTask

and try to write your logic in doInBackground method of AsyncTask

Question 3

splashHandler.sendEmptyMessageDelayed(0, 3000);


Handler splashHandler= new Handler()
{
    public void handleMessage(android.os.Message msg) 
    {
        switch (msg.what) 
        {
        case 0:

            //Your code is here....
            break;
            default:
                break;
        }
    }
};