You can try to drive a thread form along a tapered helix to create a detailed tapered thread.
I think NX may already support NPT threads under the symbolic method. For anything too non standard you're probably not going to be able to do symbolic threads though.
On the other hand if you do design for a really non-standard thread you'll probabaly benenfit by having the detailed version since you ought really to detail the thread for OD, base and root diameters and pretty much everything so that the machine shop knows what they're making.
Cheers
Hudson