Another tutorial at Stu's request. Bolt threads.
Here is a way to indicate threads on a rod or bolt. This is quick and easy.
It is possible to draw the actual threads and I can do a tutorial on it if it is really needed. I would avoid drawing threads in most cases because it can cause the file size to increase dramatically. This will result in poor performance of your video card; especially if the video card doesn't have a huge amount of RAM.
Consider drawing an inch of 10-32 threaded rod. With the default 24 segment circle you would end up with about 4608 edges and 2304 faces. That's just for the threaded portion and doesn't include the ends or any other geometry in your model.
Drawing the threads would also take a lot more time than using a texture to indicate threads.
Does that help, Stu?