You can generate true threads if the CAD app has that feature or from base principles (a helical path at correct pitch & a thread form). Sometimes it needs to be done. But in practice its usually avoided if possible. It serves no purpose to mating other components & just chews up processing, but this advice is more coming from when you have large assemblies with hundres or thousands of fasteners. So good practice but typically just use cosmetic threads which is a glorified decal with a callout on drawings.One part (mostly) modelled! Cutaway view to see the internals. Haven't figured out threads yet.