press “x” over the node graph and type “set threads” in the dialog box that appears.
The number of cpu cores you are using will be displayed. If that is less then you have on your machine then repeat the following steps but type “set threads 8” if you have 8 cores or whatever amount of cores you have. You will not gain speed by giving a nuke a core number higher then your machine has.
I have found that nuke is faster then every other desktop comp app in my unscientific tests so you should be getting good results out of the box. Disk/network I/O will dramatically increase or decrease your speed.