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Whilst it is possible, for the occasional threading task, to manage using a diestock and with the workpiece held in the bench vice, it is far from ideal, one reason for this is that the thread can easily drift with the thread becoming shallower on one side.
Having mentioned that, beyond a certain diameter producing a thread using a die holder in the lathe's tailstock can become difficult as the three jaw chuck can be unable to grip the workpiece sufficiently to withstand the force being applied. Also, applying the required force using a short handled diestock. For these larger threads do then see my website page here.
However, for smaller thread sizes, say 8mm and smaller, using a die holder in the tailstock is the ideal method. Two holders, one taking 13/16” diameter dies and the other 1”, would be adequate for the occasional task. For more frequent use though, having a holder for each of the frequently used threads would be best as the dies could be adjusted to accurately produce the thread diameter for immediate use.
In addition to the holders, a Morse taper carrier and a Tommy bar will be needed, as the photograph shows.
If you would like guidance to help with making them, their dimensions, etc. can be found in my book “Model Engineers' Workshop Projects” Click on the cover to be taken to the web page relating to it.
A method for setting up to machine a Morse Taper can be found here.