Most scopes do have threads where the lenses are. Often the lenses are held in by metal rings that are threaded...
As for yours, does it look anything like the picture above? The picture shows the objective side, not the occular, but yours shouldn't be different. If the part that spins is sticking out way too far, it might be turned to the absolute max focus range in that particular direction.
Just turn that till you get a good focus. Remember, if it is a little stiff, that's ok - but dont' FORCE anything. If it has been turned to the max setting, it won't want to go any further, so don't force it. Consider turning the other way. Do this in 1/2 turns till you eventually see it getting closer to being focused.
*** IF the first lense you see on the ocular side of the scope is more than 1" deep in relation to the end of the scope tube -- who knows, maybe there IS a missing lense. That would be bizarre, but nothing is impossible. If you have access to a digital camera, take a picture. If you don't have any hosting to put up the picture, mail it to me and I'll put it up.