The modern Linux kernel does the job of running applications amongst different CPU's in a multi-core architecture quite efficiently. However, if you are setting an appliance running Linux (routers, set-top boxes and so on), where services/applications are pre-determined, it might be useful to choose the CPU for given tasks/programs manually based on their resource access patterns.
In this video, you will learn how to manage CPU affinity for a process on Linux command-line.