screw-thread in model

I want to print a model with screw-thread.
I have received my "prototype" but in the printed model I have no screw-thread. Instead there are smooth holes.
Is it possible to print screw-thread directly into the model or must the be placed a threaded insert?

I´m afraid, You used a CAD Tool that´s making no real thread. The tread could be shown on CAD as a picture only.
On CAD they do this to keep file size small,- every single thread has a complex geometry and if You would have 300 threads on a part the CAD would slow down.
You can check the thread, if You look at them with cross section view. Possibly You will see a symbolic thread only instead of the contour of a real thread.
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On my CAD it is the same.
If I want a real thread for 3d printing, I have to draw the thread "by hand" and have to cut it out from the solid counterpart