There are lots of ways to start and stop when you machine quilt. You can take a couple very small stitches at the beginning and end of your thread path or tie the ends and bury the tails with a needle. If your machine has a 'fix' or 'tie' function, you can try that, but do a test on a sample first as this sometimes leaves a large knot on the back. You can do all the areas of the first color, change thread then do all the areas with the next color etc. or you can change threads & just do a single section of the quilt before moving on.
However, depending on the size of the quilt, the number of color changes and the level of your patience, you may quickly be wishing you used a thread that blends across the whole thing!
OOH, is the tulip festival on now??