If you are climb cutting (with "normal" direction tools) you have to start at the bottom (for right hand threads).
If you start at the top, you have to use conventional cutting
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To add to Ken's answer from a practical standpoint in a blind hole it is much better to start at the bottom to avoid recutting chips which is a problem when starting from the top with conventional milling.
For right handed threads, CW rotating tools will cut bottom up and CCW rotating tools will cut top down.
It is the opposite for left handed threads or if you change from climb to conventional.
This is easy to test by changing the settings
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