Recently worked on a bike for our Bike Share program that came factory with threaded cables in the frame. Turned out it had a bad cable sheath- a bad kink. I think the bike was a 90's Murray but don't quote me on that... not important anyway.
In any case, I needed to replace the cable in the frame and needed to preserve the threading to avoid a difficult time re-threading.
I disconnected the cable at the rear brake, cut the rusty, bent old end off near the rear brake, and pulled the center wire out of the sheath. Then I threaded a new center wire through the old sheath till it was all the way through to the rear brake.
Next I pulled the cable sheath off, out of the frame, but leaving the center wire threaded through.
Then I measured and cut the new cable sheath to match. With a little WD40 or similar lube, it's surprisingly easy to slip it back through the frame, threading it over the center wire.
If I was threading a cable into a new custom drilled frame, I think I would feed the center wire thru first (maybe an old one that you can put a helpful kink into) and once it's going where you need it, slide the sheath on over it from back to front.
Good luck with it, it leaves a real clean look!
--Rob