How do i use a compressor in my guitar setup?

i have a pod x3, you know, one of those multi effect amp simulators, well, i have this sound which i really like, but i’d like to make it a little…thicker, so i guess that’s where the compressor comes in

how do i configure a compressor for a fatter sound, there’s 2 knobs Threshold and Gain, so, which one do i turn up and which one do i turn down

the goal is to get a thicker sound, not a louder sound, so adding more gain doesn’t seem logical, but maybe i’m missing the point…i’d just like to know how a compressor works in a setup

thanks a bunch