Strategy
Long-range plans may involve some immediate threats as an incidental part of the strategy, but mostly we are looking at a general buildup over many moves. These long-range plans can also be looked at as threats, but the immediacy of tactical threats is missing, so strategic threats are subtler.
Types of Plans
Of course the ultimate idea behind all plans is to eventually get a checkmate, or at least to avoid getting checkmated. But a plan to checkmate can be successful only if there is some way to get at the opposing king. Against an experienced opponent, that sort of situation isn't easy to set up. So during most of the game, you will be working with more modest goals.

There are literally hundreds of books on strategy and planning in chess that are available in your local library or through the USCF or the Internet. Chess magazines of all types usually have a section or several articles devoted to this very important aspect of the game. Even computers are getting into the act, with software available that teaches how to form and carry out a game plan.
A typical early strategic plan is to bring out all your pieces in order to control the center. Once you have accomplished that, the next stage might be to force a breach in your opponent's pawns or to get a bishop pair on an open board working against two knights or a bishop and a knight. Or you might work to create a passed pawn or to get a powerful knight posted in your opponent's territory. Another strategic goal could be to double up your rooks on a file in order to penetrate into your opponent's half of the board. Or it could be simply to expose the enemy king to an attack.
Carrying out the Plan
Once you get the hang of forming strategic plans, your only trouble will be carrying them out. The problem is that your opponent probably doesn't want you to carry out your plan, so will try to stop you. It's something like deciding to walk to the corner store in an unfriendly neighborhood or in the middle of a blizzard. You can do it, but it requires courage, persistence, and preparation.

When you have the advantage, you must attack, or you will lose your advantage. But beware of two things: First, make sure you really have a big advantage. Second, make sure you can find a way to continue the attack. Otherwise, your advantage can disappear through timidity or poor tactics.
Your strategic plans have to be realistic, or you'll never be able to carry them out. At the same time, plans that are too modest won't get you very far either, even if you do carry them out. For instance, if you plan to draw your game, the trouble is that you just might succeed. In such a case you never had a chance to win because you never tried.

