Threads doesn't come with javascript islands (js); however you can use a php include to call content if you place it on another page; or you can parse an xml feed using an rss reader (which only works for forum data).
For the sidebar data, it takes a lot of customization to get things to display properly when you use the external use islands; I have a small item at ubbdev that shows how to do external use with content islands (who's online mainly), it's in the addons forum in the templates section.
