Absolutely no idea Miriam, I'd opt for what I usually do with finds that I don't know what to do with and try just covering the cones with compost, putting them on top of some compost and not covering and doing the same with a dusting or vermiculite. stick them in cold frame or an area of the garden you don't bother which much and let Mother Nature do her thing. I'd be prepared to wait a couple of years for them to turn into anything you can use though.
I just did a quick search and came across the following pagehttp://davesgarden.com/guides/articles/view/2222/
where it says the following...
"Upclose, Thuja leaves are an oblique, flattened scale, measuring just a quarter-inch wide, with gland dots on the backs. The cones ripen in pairs of scales that are about 3/8 inch and end in a hooked point. Thujas have a small blue bloom and a pleasant fragrance when are crushed. The cones split open at maturity, allowing two wingless seeds about 1/8 inch long to fall out."
So I'd pop the cones in a brown paper bag in somewhere like an airing cupboard and wait until the seeds fall out and sow them in the ways suggested above. Let me know if you have any success, I'd like a thuja in my new garden, I'll keep my eyes peeled for cones to try sowing myself.