Thrubolts are a fast and easy way of fixing heavy items to solid masonry, such as concrete or brick. They are not suitable for use on thermalite blocks or aerated concrete blocks.
It is vital that you use the correct sized drill bit for the thrubolt that you are using or else the bolt will not grip.
When you purchase the thrubolts the packing normally says which size drill to use.
Drill the hole to the correct depth.
If you want to leave a gap between the item you are fixing and the wall then you can use washers to space the item away, ensure that you use stainless steel washers outside or in areas subject to lots of moisture.