FSX is multi-core capable, there are moments where I can see all my 16 cores active (I use a MacPro with 2 Quad Core Xeon so, it's 8 real cores, 16 virtual)
The issue is, it doesn't happens constantly, because the multi-core capability it's used mainly by the terrain generation system and, it will not improve fps, at all. It will simply allow for a smoother flight with less stuttering, and less blurries.
People scream "we want multi-core" but, the issue is, having parallel processing, doesn't automatically grants better performances for every task. There are things that benefit a lot from multicore, like rendering or video encoding, because it's easy to have them run in parallel, because operations do not usually depends by the result of other operations.
A flight sim program can only use multi-core to a certain extent, because a lot of things are inter-dependent from each other, and doesn't parallelize very well.