Remove the ends from an internally threaded barbell, and you'll see a little hole in the very tip. The removable ends are attached to a threaded post that screws into the hollow barbell. Some people refer to this as a "female" barbell with "male" ends. These are usually a bit more expensive, but definitely the better choice for initial piercings.
Externally threaded jewelry will have visible threading on the exterior tips of the barbell shaft. The removable ends will have a little threaded hole for the shaft to screw into. Some people refer to this as a "male" barbell with "female" ends. This is almost always the more economical choice and better suited for a healed piercing.