It's fine to train your dog with threats -- as long as:
* You only give your dog treats which are good for him
* You don't give him too much, so that he is overfed
* You have a clear to goal to use the treats for a short period initially, then you switch to other forms of reward -- such as attention, touch and affection.
For most dogs, training treats are by far the most effective way to get the learning started.