Unless Glide has changed things, both their mini cones and the large cones that hold 5000M have a ring on the bottom of the spool that pops down and back up again. You need to pop the ring down to expose the groove to wind your thread tail on to. I usually wind it about 5 or 6 times, then you pop that ring back up and hold it in place.
There are several brands that don't have that like Wonderfil threads. In those cases I use Hugo's amazing tape to secure the thread and store it. It is a stretchy tape that sticks to itself but has no adhesive.