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One method to generate primary threads containing internal sub-threads in Python is by using the threading module. Here is an example code snippet:

import threading

class SubThread(threading.Thread):
    def run(self):
        # code for sub-thread execution

class PrimaryThread(threading.Thread):
    def run(self):
        sub_thread1 = SubThread()
        sub_thread2 = SubThread()
        sub_thread1.start()
        sub_thread2.start()
        sub_thread1.join()
        sub_thread2.join()
        # code for primary thread execution

primary_thread = PrimaryThread()
primary_thread.start()
primary_thread.join()

In this example, we define two classes - SubThread and PrimaryThread - which both inherit from the threading.Thread class. The SubThread class defines the code to be executed in the sub-threads, while the PrimaryThread class creates two instances of the SubThread class and starts and joins them. The code for the execution of the primary thread is also included in the PrimaryThread class. Finally, we create an instance of the PrimaryThread class and start and join it.