A through hole refers to a hole that is ream

Reamer

A reamer is a metalworking tool used to create an accurate sized hole. The process is called reaming. They may be used as a hand tool or in a machine tool, such as a milling machine or drill press.-Construction:...

ed, drill

Drill

A drill or drill motor is a tool fitted with a cutting tool attachment or driving tool attachment, usually a drill bit or driver bit, used for drilling holes in various materials or fastening various materials together with the use of fasteners. The attachment is gripped by a chuck at one end of...

ed, milled

Milling machine

A milling machine is a machine tool used to machine solid materials. Milling machines are often classed in two basic forms, horizontal and vertical, which refers to the orientation of the main spindle. Both types range in size from small, bench-mounted devices to room-sized machines...

 etc., completely through the substrate. In other words, a through hole is a hole that goes all the way through something. This is to distinguish it from a blind hole, which does not go all the way through the substrate.

Taps used for through holes are generally tapered since it will tap faster and the chips will be released when the tap exits the hole.