The screw is really just an inclined plane wrapped around a shaft.  To visualize this, cut a piece of paper in half diagonally and put magic marker on the cut edge (the hypotenuse).  This is an image of a hypotenuse. Now wrap the paper around a pencil, beginning with a flat edge. When the screw is turned on its axis, material rides up the threads, and rotational motion is transformed into a back and forth motion.

Example of screws:

• Archimedes screw was used to raise water out of wells.
• A drill
• A bolt
• A corkscrew (no central shaft on this one)