You need something to tell the programs, "You will use core A, You will use core B."
Thus you need Windows or Linux installed, because the BIOS isn't strong enough.
The BIOS's job is just to recognize things and make them usable.
If there were an Operating System management software installed, then you could run multiple OS's at the same time and designate core usage.
If a "true" Operating System management software exsists I don't know. The most common way running multiple versions of an OS or multiple OS's, is one at a time.