How to render a cosmetic thread in SolidWorks?

In the document properties tab of the options, under detailing, you can turn on a feature called "shaded cosmetic threads", which will apply a good enough appearance for you to know the threads are there.

I don't think this will show up in renders though.

Another quick method is to download a bolt with the correct thread type from www.mcmaster.com (their search filters are amazing) - once you click on a part #, there is usually a "CAD" link in the small menu that pops up (see image) - this will let you download a variety of cad formats, including native SW. Their files are very well-modeled, and for internal threads you can do (features->insert part) to insert the bolt then do a subtract (combine) feature with the bolt located in the hole to quickly create your thread geometry.

If you are using the toolbox yo can select when specifying a bolt, screw or nut if the thread would be simplified, cosmetic or schematic then when rendering the model you will see the threads..

That is OK, but only when you use a Toolbox component. But what about when you make custom made part that contains thread, for ex. threaded rod?