What use will you make of the thread?
If it is just a small detail in a larger model, you may never see it, or only need a general impression of ‘thread’ to view from a distance. In that case, a simple 2d FaceMe image might suffice.
If you draw one in full detail, and use lots of copies, it may overwhelm SU, and in any case will look almost solid black in anything except a very close up view.
There are other ways of giving an ‘impression of thread’.
One is to use parallel circles, separate from the cylindrical body of the thread, spaced wider apart than the real thread pitch. Don’t use more segments than needed to "look round’ at your viewing distance. The default 24 is usually far too many and will just bloat your file. Try 8, 12, or 16.
But if you do need full detail, or a more accurate ‘impression’ try one of the plugins to draw spirals - search the Extension Warehouse or the Sketchucation Plugin Store for ‘helix’, 'spiral" or ‘thread’. Or Google for ‘sketchup spirix plugin’ - the author has a separate website from which you can download it.
@DaveR has a few tutorials - I think on the Design, Click, Build website. Or maybe he will chip in with a reference.