USSS Phone number is in the phone book. They have a website. If you want to send them message with the threat you can probably do it from a virtual machine if you are worried. They will want to recontact you for follow up.
My experience with anything like this is that the USSS takes the routine reports seriously and the semi-credible very seriously. The thing that REALLY concerns them is the fans who express undue love for the protectee. Think of the superfan who claims they want to marry Obama or whomever.