Threads is a totally different animal - lots of things are done differently.
Threads uses CSS files to define colors. You'll need to manually alter the CSS in order to bring your color scheme over.
The header and footer are done in the same way as you'd expect - just put HTML in a box and hit the submit button. <img src="https://www.ubbcentral.com/boards/images/graemlins/smile.gif" alt="" />
The stock version of MySQL that will come with the server will not be configured to perform well. Some alteration of the config will be required - usually by replacing the existing config with the "mid" or "max" configs. You should probably head over to the Threads forums here at UBBCentral, or head over to ThreadsDev.com and ask about optimizing MySQL.
The generally accepted PHP compiler/cacher/accelerator is called "turck mmcache" and can be found via Google. Once again, getting more information on getting more performance from PHP would be more suited to the other boards. <img src="https://www.ubbcentral.com/boards/images/graemlins/smile.gif" alt="" />
Normally we do advise moving, then considering upgrading. Your upgrade period may be some months away, so there's no immeidate need to worry about things. Move now, and worry about things later on. <img src="https://www.ubbcentral.com/boards/images/graemlins/smile.gif" alt="" />
(Besides, the new 6.5 control panel for UBB.threads won't be out for a while, so the delay is worth it...)