There is an add-on for Inventor from CoolOrange, I believe, which will cut actual threads. Or you can do it yourself by sweeping the proper thread profile along a helical path. Inventor's threaded hole feature does not cut actual threads, since helical surfaces are data-intensive and having a large number of them in a model would bring Inventor to its knees. Therefore, the thread data is saved with the hole feature, and a cosmetic appearance is added to the threaded face so it's easy to identify visually which holes are threaded. Obviously this isn't too helpful for 3D printing, so you have to cut your own-- but be sure to add extra clearance to the thread, since printers aren't nearly as accurate as machined threads.