In summary:

Freewheels are threaded the normal way, if you are making a single-speed and not a fixed gear, then you don't need to worry about reverse threading with regard to your hub.

If you are making a fixed gear, then the cog will screw on normally, however the lockring will be reverse threaded. It's also VERY important to get both the cog and lockring REALLY tight. This is not an issue on the freewheel as no backpressure can be applied (The thing just coasts).