When you need a threaded hole in a workpiece, you just drill a core hole, then drive a tap into it to cut the thread.
The best method of thread-cutting by hand is to use a ratchet tool holder, as this gives you the best chance of keeping the thread "straight".
The ratchet can be switched to right-hand and left-hand locking, plus a rigid (no ratchet) setting; it features a two-jaw chuck and sliding cross-handle.
Drilling a core hole, but no table of sizes?
Rule of thumb: size of screw to be fitted x 8 : 10 = core hole drill (e.g. M 4: 4 x 8 = 32 : 10 = 3.2 mm).
We actually recommend that you select a drill one tenth of a mm larger, as the thread will then be easier to cut.