Here is steps to create M8 shaft.
Create a shaft definition as shown
Create a Point definition as shown
Create a Axis definition as shown
Go to Wire frame & Surface design
Create Helical curve.
Create a Helix curve definition as shown
Switch back to Part design.
Create a slot definition and sketch profile.
Sketch as shown
Select helix as center curve.
In profile control, check pulling direction & select axis.
Finish the part to match the illustration shown.