Whether or not pipe clamp should be threaded depends entirely on the style of the pipe clamps you have purchased.  If your pipe clamps have a clutch mechanism, the pipes can slide into the clamp end until they firmly rest against the back wall. For such a design, you do not require any threading.  However, if your pipe clamps do not have a clutch mechanism and instead have an end with a crank or one that accepts a threaded pipe, then your pipe clamps will be threaded. This threaded end of the pipe will screw into one of the pipe clamps ends. It is helpful to have both ends of the pipes threaded in some cases, especially if you wish to prevent sliding of the pipe from either end. Hence, you can always opt for screwing an end cap onto the pipe to thread it.