Sorry, English isn't my first language. I just realised that what I ment by "thread" was actually called "rifling". And, as far as I know, they either use a button broaching or a cold-hammer-forge (CHF) machines. Both not exactly cheap, easy to obtain or easy to operate. An older, much simpler method was to take an octagonal stock pipe and twist it to get the rifling. But this method is way less effective and less reliable. It was also mostly used for revolvers since it's very complicated to machine the chamber directly into the octagonal pipe.