To create nut, bolts, and other similar models you can download cad models from the internet.
Go to: http://www.mcmaster.com
Measure you nut, bolt, screw, etc... and find the closest one in the inventory.
Click on the part number, then click on CAD.
I was successful using the 3-d Solid works file format. Other formats may also work.
Download, save and open the file in rhino. You should have a nicely modeled fastener!
Copy and paste the modeled object into the files you need the part. You can use the part as a whole, trim the part, or use the part to make a hole to receive he bolt if you use the Bolean tool.
For full list of file types that can be imported to Rhino go to: