With the risc of misjudging:
SE doesn't make thread vissible, unless you model a helical protrusion or cutout with the thread-form. Since thread is highly standardised, and the tools common, the thread doesn't have to be detailled in a drawing, a simple indication of size and length is enough, everybody knows what you're talking about.
If you want to show the thread, you have to appreciate the computerpower that is needed to display it. I remember Unigraphics displaying the threads on bolts and stuff ten years ago, but at a cost of slowing your system to a halt. You just moddeled a cilinder or a hole. SE can 'model' thread for you, but will only show it on a dawing (and in green..) to save computer-power.
Try moddeling a helical protrusion (like a spring) on your system and see the power required. You don't want that for a simple nut or bolt.
However, if you want to moddel thread, use a helical protrusion on the outside of the inner cilinder of your part. Define the section, define the length and pitch (or an onther combination, see the toolbar-dropdown-lists) and you will see the thread in it's full glory. It might be a bugger to specify the standard sections yourself, but you will rearly use it. I've moddeled a fourfold trapezium-tread with special accuracy and special roundings, and it sure took some time, but the endresult (on screen, on drawing and in the end-product) was perfect. Just fiddle around some, you'll get the hang of it.
Regards,
Pekelder