What do you mean by 'unable to find'? There are only a few thread sizes (*.hol files) shipped with Creo. If one of the files doesn't have your threads, you need to create your own thread file.
To open a help desk call, use the eSupport link under Education & Support from the ptc.com home page. Scroll down a bit and on the right is OPEN A SUPPORT CASE. Ask your question, Let Dylan give you an incomplete answer, then at the bottom of the page there is an Open Case link. Fill in more information and the support case will be opened if you are on active maintenance. If you are on active maintenance, you may still have issues opening a call as Creo 4 is no longer supported. You should upgrade to Creo 8 or 9!