Given the model shared by the OP is reasonably close to desired real-world size…
The threaded portion is only ~0.250” long.
A thread die will come up against the underside of the head, long before any finished threads are cut.
Cutting clean threads up to a shoulder would be lathe work.
@hewz , Given the model you shared is reasonably close to desired real-world size…
3D printing diminutive functional threads may ultimately prove expensive and disappointing.
Much depends upon the properties of the specific print material, the resolution of the print technology used for that material and losses due to post-process finishing.
Printed in certain metals, it’s doable, provided one models the mating parts with careful consideration of proper fit, material shrinkage and finishing losses.
See this guide to 3D Print Material Properties and Processes
More info here…
As a learning exercise in precision 3D modeling and printing, it’s a worthwhile endeavor.
As a means of procuring an ordinary thumb screw, 3D printing is a poor choice when such things are mass produced by far more accurate and economical processes.
Have a look over here … seven pages of thumb screws.