Sort-of.
The "hole" has to be specified with the thread in the model. The holes you have in the model are not, and right clicking does not give the option of a hole callout.
If you use the hole tool and do NOT put in a thread, you get the hole size as a callout as below (I added two holes, one with threads)
If you use the hole tool and DO put in a thread, you get the thread callout as below
If you do not use the hole tool, instead just drawing a circle and punching it through, you do not get the option, and must manually dimension it. It appears that is what you did.