Hi Damiane :)
First, apologies if you have already done this, or found out how to do it, however I'm sure someone else will find this little tutorial helpful, because making a screw via a helix thread can be one of the most difficult models to make, if you don't know what you are doing.
Okay here goes;
1. Open a new window.
2. Go to splines (wiggly line) and choose 'helix spline'
3. Define your start and end points, beginning at 0,0,0 (at the origin), and ending at wherever the end of you screw will be (i.e. 100mm).
4. Now this is where it gets tricky, as you need to define your pitch, diameter and length (don't worry about 'draft angle'- this is for things like battery terminals etc).
Once you are confident that you know these above parameters;
5. Sketch a circle (using 'center point circle' tool for eg) starting at the beginning of your helix. Place the cursor at the end of the helical entity, and tap the 'C' key to set up the correct drawing direction. Your cursor should automatically snap to the bottom of your helix spline that you have just created.
You now have to create another diameter with the above circle tool, which defines the width of your thread. It sounds complicated, but once you've experimented, you will understand, and it is not that difficult.
6. Select the 'One rail sweep solid' tool, first selecting your circle that you have just created, then selecting you helix spline 'sweep'.
There you go!
You have now created your helical swept solid (which should look something like a spring).
Now, not quite finished yet;
7. Select 'back view' (and back view plane too- if ViaCAD hasn't already done so) and sketch another circle starting from the center again. Allow the cursor to automatically snap to the quadrant of the the helical sweep, extrude your circle....and....
Voila!
You have a screw (or at least something that looks like one!). Experiment further until you are happy with the final result.
I also advise people to bookmark this page, for reference, as this process can be quite intimidating to a beginner at first :D