How does MKL Parallelize Operations?

I was wondering are individual mkl operation calls parallelized or do the separate mkl calls run in parallel? e.g. I have code similar to this

for (int i=0; i<N; i++)
      mkl_dot_product_call()

Is the mkl_dot_product_call() executed with multiple threads or will multiple threads each execute their own mkl_dot_product_call()?