A threat is a declaration of an intention to cause physical harm. The threat could be personal (e.g. a punch) or addressed to the organization (e.g. a bomb). Wanting to talk to your superior, writing a complaint or calling the local news is not a threat. It is a right the client has.
People who make threats often do carry them out. Every organization/department should have a security policy in place which outlines how to behave and report a threat, to ensure the safety of employees.