Welcome to a whole world of self-empowerment Goldy!
You now have the ability to confuse posterity big time by making things that suit just you. You can make them however you like. However, a quick Google will give you the AF sizings of all standard BSF, WW and BSC heads, along with every other form known to man or beast, as well as the shank diameters and information on pitches, crest forms, etc etc.
But you'd need a milling slide and some reliable form of indexing to make good hexes with the lathe . . . better probably to buy hex bar in the right sizes (which is easily available)? It's also miles easier - for all the usual sizes at any rate - to use taps and dies to cut threads after the hole has been drilled or the shank diameter has been determined. The lathe will ensure you get the threads on straight, if you use the tailstock and have/make some die-holders. (Making die-holders is a very good early-learning exercise as well.)
A book I found really useful when I started this never-ending quest to learn at least a few of the basics was 'The Amateur's Lathe' by L H Sparey. That and a whole series of tomes on screwcutting, milling in the lathe and general workshop practice can be obtained through
www.lathes.co.uk or from Amazon (or no doubt from other places). I'd have been lost without them, having had no other training, because they are practical, well-written, and easy to follow. They're written for the owners of small lathes of 3.5in centre height or 7in swing over the bed, but the info is good for bigger weapons too.
I felt ridiculously pleased with myself every time I did something new for the first time (however simple) . . . and I still do for that matter.
Good luck to you - it's as much fun as riding a bike almost.