The creation of a thread in plastic requires first drilling the hole in the plastic and then creating threads on the inner sides of the hole. This is done with a device called a tap. The tap is a metal cylinder with threads at one end that is inserted into the drilled hole and twisted. As holes can be different diameters, taps come in different sizes and can be purchased in kits with multiple taps.
Drill the correct sized hole into the plastic to the right depth. Use a metal drill bit.
Place the end of the tap into the drilled hole, making sure it is 90 degrees to the surface of the plastic.
Turn the tap handle slowly clockwise 1/4 turn. Then turn it counterclockwise--this is to remove plastic shavings. Turn the tap another clockwise 1/4 turn before turning it counterclockwise again. Continue in this fashion until the entire hole has been threaded. Finally, remove the tap by turning it counterclockwise and wipe away any plastic shavings from around the hole entrance.