First Project Euler solution
For the first problem I suggest you some performance improvements. You can use inclusion-exclusion technique for this problem.

So first improvement

def calculate_the_sum(threshold = 10):
    return(sum(range(3, threshold, 3)) + sum(range(5, threshold, 5)) - sum(range(15, threshold, 15)))

def main():
    threshold = 1000000
    print(' Calculates the sum of all numbers that are multiples of 3 or 5')
    print(' The Sum of numbers below {} is: {}'.format(threshold,calculate_the_sum(threshold)))

if __name__ == "__main__":
    main()


I have tested both solutions in ideone (Python 3) for threshold=1000000. Your solution ~ 0.20s. My ~ 0.05s.

Next – you can use well known formula for the sum of arithmetic progression.