Haven't used SWorks in years but as best I recall... you need to create a plane at the end of your helix, sketch the thread form there, pierce the midpoint; helix endpoint to midpoint and sweep along the helix path.
All that said... keep in mind that in a 3D print design, you are not limited to typical modes of manufacture; single-point thread cutting, tapping, forming, etc.. A larger feature will print more successfully in any orientation; horizontal, vertical, etc.. If you need inspiration, look to the typical multi-start bottle neck thread.
Best regards