SolidWorks-Advanced Hole 

Create tangent plane first.

@@TheNamelessOne12357 I create plane and make hole,, but when I try to make threads, I get error..

If by circular face you mean spherical face then this is how you would do it. Every hole in SolidWorks has an axis down the center of it and usually you can't see it unless you turn on axis. Using that axis make a tangent plane to the spherical face as the person below mentioned. Draw a circle on that tangent face equal to the diameter of the hole through the spherical face. You can then use the whole wizard to tap threads into the shaft of the hole.