Just create a bolt of the desired size and longer than the required hole depth, and select [show threads]. Move the resulting bolt to the appropriate location and orientation, and [subtract solids]. Of course this only works if the threaded hole depth is less than the threaded portion of the bolt. For deeper threaded holes, create another solid, like a block or cylinder, and subtract it from the bolt to leave only the threaded portion. Align two or more of the resulting threaded portions and add them to create a threaded rod.
