Threaded inserts can be added in different ways. They can be inserted as a secondary operation after molding, using an ultrasonic welder to melt the metal insert into the plastic.

The part below was manufactured by loading the inserts into the mold and molding around the metal inserts. 

Some plastic and metal components can be heat staked or pressed together as shown below.  Quality and cost are the main drivers in determining the best method for your product.