Some time ago I did it, but I never wrote the nessesary steps to be followed and I`ve been needing to buit some shafts and nuts using this thread system.
If you drop down 2D sketch menu from top left corner of autodesk inventor you will find an option of 3D drawing over there. Use that particular feature and you can draw your profile. Most probably equation curve feature of inventor will do the work. Let me know did it work or not.
use coil feature