Rivet nuts are similar in principle to blind rivets. Rivet nuts have a thread on the inside surface of the part being riveted, rather than a rod that can be gripped by a riveter. A blind rivet is used when it is necessary to create a thread in a component.
A threaded rivet is used when it is necessary to create a thread in the material, i.e. once the threaded rivet is set, a screw can be screwed into it and thus fasten another part.