You absolutley must be able to form threads to build guns. No getting around it.
top quality drills, taps, dies are available by the bucket full all over for pennies on the dollar.
Building muzzleloaders is about the best darn hobby out there and some people even make a living at it. Chances are if you build one now you will still be at it in 60 years. Lots of chances to get a second use out of any tools purchased.
No one likes an answer to a question they did not ask but I think any of the successful builders on here would really encourage you to start this process with a tube/breech plug of known quality.
You can buy a barrel with the threads cut and a plug with the threads cut and fit the two together with a file. People will be super happy to coach you thru it.
If you need to build parts from scratch start with Ram Rod Pipes, Trigger Guard, sights etc.
FYI there are a zillion practical reasons why a .22 cal is a very poor choice for a muzzle loader build. Some from a saftey standpoint and some from a shooting/loading perspective. If you want .22 lr performance in a RB arm look to the .32 cal.
EDIT: Just thought for a minute and I really do not want to be discouraging. My own son is your age and his thing is building primative stringed instruments, homemade pickups, effects pedals and other electronics. You young guys are more then capable of creating what we old farts could never dream of building. That said you gotta follow the basic saftey rules, after that your youthful imagination and courage can accomplish an awful lot.