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It depends on what you are expecting to see and in what type of view.
In a Hidden Line view, yes it will show a hidden line as the minor dia of the threads in the top view of the hole and both major and minor dia will appear as hidden lines in the side view.
In a hidden Line Removed view, yes it will show a hidden line as the minor dia of the thread but only in the view where you can see the circular profile of the hole. They are not visible from the side.
In a shaded view, yes it will show the threads as they appear in the model, as a .BMP