I want to know where does the code for gcrt0.o reside

Hi All
I want to know where does the code for gcrt0.o reside.
Also other then gcrt0.o, and gcc -pg option is there any other support required to do gprof based profiling.
Also are there any limitations of gprof. I heard somewhere that gprof doesn't support thread profiling . is that true ?

Thanks
Mayank