Used as both a noun and a time adverbial. With particles, 木曜日に means 'on Thursday'; without に it can also stand adverbially in schedules and casual speech.
木曜日に会議があります。
There is a meeting on Thursday.
On Thursday, I’m going to see a movie with a friend.
The meeting is on Thursday.
I go to a yoga class every Thursday.
Let's meet next Thursday.