The trial version itself is stripped of several features and isn't the *latest* version; so it's understandable if you can't find a feature (as it doesn't exist in the trial).
Unfortunately I don't have a copy of .threads running on my production site, however I'm sure that the option exists to disable the site to non-members (as it seems to be a standard anymore, and as it's in the latest classic I'd immagine it shoudl be in threads 6)...
You'll have to wait till a threads user gets on and can confirm.
