If you are cutting threads away you will draw your thread profile in a way that it will remove material and use the Cut options. On the Coil menu(just like extrude and the others) you have the option to 'Join', 'Cut' or 'intersect'. The procedure will be the same if you are adding or cutting threads. Now this will get you the basic thread but you need to make sure all your specs are right and you will have to take care of the end treatment for these threads as well. I drew an 1/8x1/8' square so the pitch of my acme thread would be 1/4'(see 3rd image). The circle for the rod was centered at the origin so when i drew my profile(and needed an axis to revolve it) I could make use of the standard planes/axis in the Origin folder.

I started with a 1' rod that was 12' long. The user interface is going to look a little different because this is 2010 but the Coil function is still the same. Draw Different types bolts and nuts with internal and external threading in Acme bolt assembly eye bolts welded connection.

Acme threads autodesk inventor 2015