Hi Brian, here is an idea to get you started. First, I drew a helix with the first point at the origin and going upwards in z, and then I drew a little triangle in the front view at the start point of the helix:



Select the little triangle, and run Construct / Sweep. then pick the helix as the rail and push Done. Now you need to adjust one of the sweep options that controls how the profile twists as it travels along the rail, it's under the "Twist:" label at the upper-right corner of the screen. Switch it to be Twist: Flat - this will only let the profile rotate around the world z axis as it travels along the rail curve, that's what you want in this case. Then you can push Done and delete the curves, that gives you this:



Then I put a cylinder down the middle of it, kind of sticking halfway through it and used boolean union to merge the cylinder and the thread part:



Hope this helps get you started! To get a tapered end like a regular screw will be a bit trickier, you could try to edit the helix to taper it down, but it will have a lot of points so that might not be very convenient. An easier way might be to place some more triangles for the sweep, and instead of having them right on the helix, have the one at the end moved inwards a bit. If you have a few different triangles positioned at different distances from the center, that should have a kind of tapering effect during the sweep as each one sort of morphs into the next one.

- Michael