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Download a 'STEP' file from https://www.mcmaster.com/#
Once you have selected the size click on the 'Product details' scroll down, save as a STEP file.
You can save it as an STL file.
Being a STEP file you can not use it as such, although you can use the geometry to make your own thread. see attachment.
Create an axis line. 'Project To Sketch' the lines shown, draw additional lines to create surfaces. Follow image.