How we can customised number of thread for select query which using JAVA UDX?

The number of threads likely correlates to the number of files being read. For the external table, it's possible that many threads are used to scan all files in the external table path. For managed tables, the number of threads likely correlates to the number of ROS files that make up the table, as shown in STORAGE_CONTAINERS system table, where each sal_storage_id is a file on a node (or Eon storage).
Fewer threads is not necessarily a bad thing: for both external tables and managed tables, the optimizer should prune out files that don't contain data needed for the query, so Vertica should read with fewer threads. If the managed table seems slower, you should consider a projection design that is better suited for the query so fewer threads can read the ROS files more efficiently.