You can, but they usually require re-tapping / re-dieing. This is usually easier and less wasteful (from a material point of view) than tapping / dieing a drill

You can, but they usually require re-tapping / re-dieing. This is usually easier and less wasteful (from a material point of view) than tapping / dieing a drilled or lathed part, but involves careful calibration in order to end up with a good finish. If you don't really care about "machinist fit" threads you can usually get away with 3d printed threads, but they'll bind, or have lots of backlash, or both.