Welcome to the forum, Frank. I don't have a lathe like yours, but, as I received a lot of help on here when I started I'll put a bit back and start the ball rolling. First, I'd go to the Grizzly.com site and have a look at the G0765 mini lathe on there. It looks like yours and there's a picture showing the fixed steady mounted. It is simply a matter of sitting it on the bed, locating the vee correctly and securing the clamp from under the bed. Must say, I've never used a thread dial (my lathe doesn't have one ), however, from what I have seen, most appear to be attached by a single bolt and by loosening that, you can swivel it into mesh with the leadscrew. Re-tighten the fixing screw and away you go. I suppose it could be left like that or swivelled into "neutral" again when you have finished the tread-cutting. Others may have a different take on it.

There's also a fairly detailed manual for it for free download on this site, too.

I'll left others more qualified to answer the question about gears. Without knowing what gears B and C are, I'd merely be guessing. The manual should help. Failing that, give Amadeal a ring, I always found them very helpful after I bought my first mill from them.

Good luck,

John