To get the taper you need to use the lathe operation. What you can do is create a separate file consisting of a screw blank, with the length of the nominal threaded part as long as the longest screw you might use. You can then import the part, and difference it from where you want the screw hole. One tip, place the top of the screw a small, like o.001, above the surface to avoid issues with exact surface matches.

Length only matters if you are making blind holes. Also, having created a screw model, you can copy the file and adjust dimension to produce different size screws.

I'm redoing the project.
And there, it is possible to make the screw holes.

Here is a demo of what I meant, in Screw_demo.zip

Ektor, thank you very much. I was thinking about what you added to my project. Perpendicularity and rotation. He would like to comment on at least one sentence. I may figure it out on my own, but it will probably take me some time.

Ektor - But I don't want screws in there. I want to have 2.4mm holes there to a depth of 10mm for 2.6mm screws.

The same can be achieved without an assembled screw. See the file MyWay.slvs that I added here last time ..

Ektor - The examples with that screw (although it can only be done as a cylinder) that were presented to me here seem to me like shooting a mosquito from a cannon. I was expecting more professional advice. I also speak English poorly, but I use Google Translate.