How to Create Helical Model
After the creating the helical curve, sketch a rectangle on a plane normal to the helix, preferably at the starting point. Sweep this rectangle along the curve and you will have your screw thread surface.
If you need advanced help on sweeping zero thickness surfaces leave a comment.
The helical curve will be as below.
Sketch a rectangle at the base.
Sweep the sketch along the curve..
And your model is ready.