If you're comparing/shopping for a light duty metal lathe, consider the overall characteristics of the 7x10/12/14" mini lathe models to see if a 7x would fufill your needs.. and they generally have a threading dial. The 7x minis are widely used by a large following of DIY-HSM types with many modifications and upgrade improvements easily found online.
The Shop Fox and Microlux 6x10 models are micro models which will have some limitations and workpiece size restrictions which may become disappointing in time. The basic versions are lacking a compound slide and don't appear to have a method to disengage the carriage from the leadscrew (handwheel on right end).
The basic threading method of make a cutting pass, then back out the cross feed, reverse/back up to a starting point.. has already been mentioned, and is widely used by many small lathe owners.
There are other aspects, such as always resetting everything so gear and feedscrew backlash doesn't cause mistakes.. although backlash is a main consideration when using most metalworking machines. These setting adjustments aren't complicated, just a matter of always keeping in mind that the settings are made after the backlash has been "taken up" or passed beyond.
So after the workpiece diameter has been turned to the correct size, the cross slide dial is typically set to zero with the tip of the thread cutting tool just skimming the area to be threaded. The compound slide, preset for an appropriate angle (for SAE, Acme or British threads etc) will also be adjusted past the backlash point, and it's dial is typically also adjusted to zero.
The apron leadscrew feed is engaged at a point beyond where the actual thread cutting is to begin, so that as the spindle power is applied (by motor or hand crank) the backlash in the gear train will be taken up before the thread cutting tip contacts the thread area on the workpiece.
The zero setting on the cross slide dial makes it easy to return to the same in-feed position after the cross slide is backed out far enough to clear the thread's cut depth, when returning/reversing the leadscrew to carry the carriage to the next starting point.
The zero setting on the compound slide makes it easy to see how far the cutting tool tip has been advanced into the workpiece.
The threading dial indication relative to the point of engagement for the carriage feed will differ depending upon the pitch of the desired thread, and the specs of the leadscrew and the thread indicator's gear.
FWIW, lathes utilizing change gears are generally capable of cutting more thread pitches than the user manual or supplied thread charts will show.