On a classical lathe, you use a taper attachment, a simple bar and slider that links the cross slide motion to the axial feed, then just thread in the normal way.
On a CNC mill, you can just 'whirl' the thread.
Or were you asking about the special challenges of machining titanium? The first one is that it's hard on tools, so you need rigid setups and you may have to change edges often. The second one is that it burns like magnesium, so you have to avoid generating fines if possible, capture and immerse the fines you do generate, and practice extra fussy housekeeping.
A CNC lathe can cut the thread. It will be similar to making a pipe thread with threading g-code with an X departure and a Z departure. I have actually cut a scroll(face) thread on a N/C lathe before. I manually programmed the machine to do this specific job.
