WAY more info about the (steel) material is needed, to know if it can, or cannot be threaded with a die.
If you truly are unable to determine from the purchase order the steel recipe and heat treat or mechanical worked condition of what //should// come in the box, the file test I suggested might provide a quick indication of the machine-ability.
If you bought a hardened 6 mm dowel pin it may be up over HRC 55, and a file will just skate over the surface.
If it is a piece of CRS cold rolled steel it will fill pretty easy, and the die with good craftsmanship could create decent threads on it.
Many possibilities lie in between.
If its less than Rc40 just go slow and use plenty of thread cutting lube. If an adjustable die you might want to back if off and run several passes to reduce depth of cut.
