Flush Mounted Threaded Through Hole on PCB

They are called PCB threaded inserts: http://www.mac8usa.com/threaded-insert-TH-lev2.php
They are pre tapped and can be surface mounted with other components. The PCB is rarely ever tapped since the board layers may separate and the threads are mechanically weak.
Earlier variants of threaded inserts had a longer rear tube which was spin or pressure pressed over so forming a complete enclosure for the PCB edge. Very small inserts can be pressed into plated through holes, though these seem to get little use these days.