legal course when someone threats and abuses

You can move a petiiton before the jurisdictonal Magistrate seeking investigation.

You need to engage a lawyer and through him to file a criminal complaint before the local magistrate under section 200 Cr. PC along-with an application under section 156(3) of Cr. PC praying therein to send the said complaint to the local police for lodging of FIR and investigation. 

I agree and appriciate expert advise of Mr. Raj Kumar Makkad.

If you are unable to convince the police you can move your complaint to area Magistrate thorugh a local lawyer for investigation or directions to police for investigation and proceed.