What should you do if you got into trouble with a cop and he threatened you by saying if you snitch on people then he would not arrest you for the charges?

Answer

Police Officers usually have latitude in making arrests at their discretion. Notable exceptions are Domestic Violence, where law commonly dictates an arrest must be made, or the Officer can be placed in legal jeopardy.

Police Officers cannot grant immunity for any criminal action (usually only a Prosecutor's Office can offer this, and then only for laws under their jurisdiction.