Mick – the current Atom3D doesn't support helical features. The next release (v2018.2 due this month) will add helical features. You should be able to update to v2018.2 when it becomes available.
Then you'll be able to either use helical cut – rather like you would on a lathe, or use helical boss to add threads on. There are a few potential pitfalls with the helical tools – you have to avoid adjacent turns clashing.
Helical features are computationally very intensive, so only use them if really needed (say if 3D printing an item with threads). Otherwise, simply model cylinder at appropriate diameter and add a note to your drawings with thread details. Just like how you typically don't draw a thread fully in a conventional 2D drawing.