Should i tell my manager?

This coworker had always got on my nerves but i was always nice anyways. But today he went too far. We got in a little argument and he called me an asshole in front of a manager in training who did nothing about it. Later he came up to me saying how "men who respect other men live longer if you know what I mean because you dont know who i am or where i come from". After this i was getting furious but didn't say much and brushed it off. Should i tell my general manager tomorrow or juat let it go? He was kind of threatening me.