Congratulations! 12, 13, and 14mm taps and dies. The 14 IS a pretty big pen. You will need a tap guide and a die holder. If you're making a pen 14mm you will likely need an adaptor for the die holder because the die has a larger diameter than the 12mm. Fred Brunings (BigShed) in Australia used to make the adaptors. OR, you can take Bobs advice and, cut your own threads. I don't. Have some fun with your new toy!
BTW, you can also go smaller to 11mm. I think 10mm may be a little tricky.