For example: "If I had your name and address I could come over and smash you in the face with a golf club any time I liked."
It makes me squirm to even use this as an example. If someone said it, it would not be intended to make you feel confident. Hence it's a threat. If Cameron made it you might not believe his threat but it would still be one.
People say these things to make you frightened of the consequences of taking any action they might dislike. That's a threat.