You can set a cone thread inside a glass jar or any container if you do not have way to use cone thread.
DO NOT use the glaced thread on the machine. It contains wax and/or starch. It will flake off and jam your machine.
YLI makes a hand quilting thread that the vendor told me to my face that it could be used on the machine. But I really have my doubts.
You get what you pay for with thread. If you buy good fabric use good thread. It is much cheaper to buy cones. I get mine from Sew Thankful online.
XOXOXO Subee