Do you mean you’re trying to access Threads’ ActivityPub endpoint(s)?

I’m pretty certain that you have to use signed requests, and bear in mind that not all users have federation enabled.

I just confirmed that by using the fedify CLI to test. Running fedify lookup andypiper@threads.net fails, but with fedify lookup -a andypiper@threads.net (which spins up a local server and performs authenticated requests) I get back JSON from the WebFinger endpoint.

You’ll probably get some folks able to share their experiences integrating / testing with Threads federation in some of the Fediverse Developers related Matrix rooms.