I will assume you're using at least NX9, in which case the process should be the same if you're using NX10 or NX11.
Menu -> Insert -> Design Feature -> Hole.
Expand the ENTIRE dialog so you see ALL options (small arrows to the right of each dialog heading). Under Type (at the top), change the option to Threaded Hole; under Settings (nearer the bottom), change the thread standard to Inch UNF; under Form and Dimensions, pick 1/2-20 for the size - the rest is up to you - pick the hole center and define the direction vector for the hole & set the other details. If you get stuck, click on the Help on Context button to open the Help Docs if you have them installed.