Embossed Textures around Cylinder & "Screw" Parts

Hi!

I've a little problem regarding few details to model on a personal project:

-I'd like to know how to create embossed textures around a cylinder? Like that:

- I also would like to know how to create "screw" parts (sorry for my english, i'm french, and i don't know the technical word for that!) to assemble two cylinders? here is a quick sketch, which is probably easier to understand:

(So the "screw part" is outside on the first cylinder, and inside on the second one)

If you have any ideas how to do that as simple as possible, that would be awesome!

Thanks for your help : )

Thomas

SolidworksDrawings And Detailing