Probably, the most common threaded components are screws and nuts, but threads are found on many components. Most threads are manufactured according to metric or imperial standards. This is very practical, since there is a variety of specifications to threads. Some of them are: minor and major diameter, the thread's angle, the number of thread at start, length between threads, the number of threads when it is rotated 360 degrees, left or right- or left-handed threads and so on.
Most workshops can make threads. Threads can be made in thread rolling machines, which is suitable for high volumes and threads with a small diameter. Another way to thread is to cut, which is done in lathes, milling machines or CNC centres, typically for small series or large diameters.
Two cutting tools are normally used for thread cutting; taps and dies. Dies creates external threads, and taps are for internal threads.
Cutting the external threads is known as threading or in some cases chasing, meanwhile cutting internal threads is called tapping.
Picture: Precision Thread Rolling