Doing other operations while listening on NRF24L01 RX

I'm working on a project which involves using an ESP8266 to act as a web server to transmit data to different LAN devices. The data, however, is sourced from another remote device which sends its data via an NRF24L01. I was looking at different sample code for this and I noticed that both the ESP8266 and NRF24L01 require that the loop be put on hold in order to listen for oncoming connections. I also found out that multithreading isn't supported on Arduino. What should I do in this case? I need to be able to get the data from the NRF24L01 but I also need to be able to transmit it to the other devices through the ESP8266.

LightningBolt:
I noticed that both the ESP8266 and NRF24L01 require that the loop be put on hold in order to listen for oncoming connections.

That is certainly not true for the nRF24. All you need to do is check if there is a new message, read it if there is, otherwise do something else.

Have a look at this Simple nRF24L01+ Tutorial.

I suspect your information is also incorrect wrt the ESP8266. With the ESP8266 you do have to ensure that your code in loop() is fast enough to allow the WiFi activity to have the use of the processor at frequent intervals.

For pseudo- multitasking have a look at the demo Several Things at a Time. Note how each function runs very briefly and returns to loop() so the next one can be called. And there may be dozens of calls to a function before it is actually time for it to do anything.

...R