Mr. Karan,
Ad Ankush and Mr. Arun both have answered correctly. Further there must be sufficient proof for receiving threat. If it is email, letter, cell phone conversation or by sms, the matter will have documentary evidence. For verbal threat sufficient witness shall be there orelse, it is not easy to prove
.Please do not erase the email in the computer and cell phone conversation and sms in the cellphone. Take the print out of the email and sms and transfer the conversation of cell phone on to the CD and prepare the conversation write up as in the conversation and submit them with a complaint to the Police to lodge complaint. If police do not file FIR then proceed through court under the guidance of an Advocate.
If ur friend do not have sufficient witnesses, who will come to the court , it is better not to proceed with the case either with the police or through court.