It depends if you have a hole with thread texture or a hole with physical threads.
With a thread texture the geometry is a simple hole. To see those on a 3DP part you need to export a WRL and print it on a multi color printer (like Projet 660).
Ironcad uses textures to represent threads and the reason is performance and also that screws and bolts are usually purchased, not manufactured.
If you really want a 3DP part with threads you have to create the geometry in Ironcad with tools like the spring/ sweep function.