This is how you would do something like that, but I you'll have to repeat it 12 times, specifying a date where it's the second Thurday of the month and it should work (I hope that makes sense).
Here is the code to setup the RadCalendarDay (I specified the second Thurday of March). If you add that to the calendar you'll see that it highlights the second Thursday of March every year.
RadCalendarDay day =
DateTime(2013, 3, 14);
day.Repeatable = Telerik.Web.UI.Calendar.RecurringEvents.WeekDayWeekNumberAndMonth;
I hope that helps.