if the pipe is copper, then you don't thread it but rather you get a little piece that has threads on it and solder that to the copper pipe. Most of the time these pieces of pipes (nipples or stubbs) are made of Galv. iron and you buy one the right length and fit it up. Some tub spigots slide over pipes and use o-rings to seal and a small screw to hold in place.
What ever you do make sure that it does not leak back inside the wall where you can not see it.
The Cheap Solution®
just get a copper 90 and stick it on the end of the copper pipe. Ugly,yes. but it will work fine. Just make sure you seal the hole where the pipe comes out of the wall. Ideally it should be soldered on but it may just stick there on its own, and if it leaks as your filling the tub, so what.
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