When quoting from the docs, it is helpful to give a link.
https://docs.python.org/2/library/multiprocessing.html#examples
That also identifies the version.

I verified that the example fails on my 2.7.6 Windows 7 with
PicklingError: Can't pickle <type 'thread.lock'>: it's not found as thread.lock 

Since the example has been removed for 3.x, a possible minimal fix would be to say that it does not work on Windows and remove the statement that implies that it does.
  if sys.platform == 'win32': import multiprocessing.reduction
  # make sockets pickable/inheritable