I have turned tapered threads in a manual lathe in the past. If you do not have a machine that is designed for this application (oil field lathe for instance) it is tedious at best.
That being said it is not difficult merely slow. Turn the taper with the taper attachment then thread with the taper attachment using the cross slide dial for the thread depth. Be aware that an old manual machine with a taper attachment may have a great deal of backlash between the cross slide and the taper bar.
If indeed you have a machine that requires disconnecting the cross slide lead screw use the compound for controlling the thread depth.