I do not think there is a direct method in NX CAM( till NX7.5, not sure on next versions) to create TURNING INTERPOLATION.
What you can do is, create a milling tool path which is helical using mill tool. On the machine, you can use turning tool. To create this tool path , you need to know the 'DIAMETER' of the actual turning tool which it makes when it rotates and you need to control the helical pitch (stepover) to get the required finish bsed on spindle speed.
attached example which might be useful. It is created in NX 7.5
I've dealt with this option on Okumas (called turn-cut) and U axis heads.
I create a linked turning post, then set up a lathe MCS & Geometry at the end (Centerline) of each hole being "turned". You probably want to use section curves (rather than spun section) for geometry, you may need to make a sketch to dummy in the blank. Or WAVE link the model in and trim it down to just the appropriate solid, so the spun section will work (maybe intersect with a cylinder solid?)
Hope this helps...Ken
Production: NX10.0.3.5 MP5 + patch/TC11.2
I'd rather be e-steemed than e-diseaseled
This looks a lot like jig grinding. In a former life I used to orient the spindle in the post, using the cutcom normal vectors. Maybe you can do something similar with a hole milling or thread milling operation.