Step 1. Specify a diameter and height.
Sketch half profile.
I make my living by helping out people that need things designed in 3D CAD. I will be happy to discuss this project with you further to gather all the necessary design parameters and then provide you with a data set than can be used to fabricate your desired end product. I can also fabricate the prototype for an additional fee. I look forward to being of service to you.
Best regards - Scott
I would recommend playing around with the following Solidworks features:
Revolve - To create the core bullet shape.
Helix - To define a helical path for the screw thread.
Swept Boss/Base (or Swept cut) - To turn your helical path into the screw thread.
It sounds like the aim of the project is to get some basic knowledge of the software.
Use the built in tutorials, youtube videos, help documents, and ask questions here.
The best way to learn is to try, fail, reflect, repeat.