The only pic I've ever seen is this one:
http://www.blueridgeshoponline.com/product.sc;jsessionid=1FA299E532AD70FF1991357C3BED393C.qscstrfrnt03?productId=639&categoryId=29 I found a thread dial indicator (TDI) dead easy to make:
http://andysmachines.weebly.com/roll-your-own-threading-dial.html But if your leadscrew is metric, you will need more than one pinion to engage with the leadscrew if you want it to cover the full range of metric threads from 0.25 up to (say) 3mm pitch. However, if the metric pitch you want to cut will divide exactly into the pitch of your metric leadscrew, you don't need a TDI at all; the half nuts can be engaged ad lib. For example, if your leadscrew is 2mm pitch, you can cut 0.25, 0.4, 0.5, 1.0 and 2mm pitches with gay abandon, because they all divide exactly into 2mm. A 3mm leadscrew adds 0.75 (a metric fine pitch) and 1.5mm to that list, but then you can't do 0.4 or 2mm easily, because they don't divide exactly into 3mm. You can of course do them if you keep the half nuts engaged throughout
Remember that you can never use a TDI when cutting imperial threads with a metric leadscrew or vice versa.
Andy
Andy