Most aluminum alloys take tapped threads well. Most every modern engine, motorcycle, car, etc. is held together with bolts threaded directly into aluminum. Tapping can be a little tougher than in some other metals, but isn't a major issue if proper lube for aluminum is used and care is taken to get the chips cleared.
If the material thickness isn't sufficient, or if there is another reason not to thread directly, there are a bunch of options.
Two easiest:
Use a thread type insert (such as a helicoil, threadsert, etc) to spread the load
Use a pressed insert of another material. Usually best to either press into a counterbore from the back side, or use an insert with a shoulder, so it won't pull through under load. Splining the insert keeps it from rotating.
More involved:
Braze a nut on
Weld a compromise piece in that can either be threaded or the nut you want can be welded to (Uses a material that is explosively bonded. NOT cheap. I have never had to price the material, but have seen great lengths gone to to avoid buying it.)
Other options as well, I'm sure.