There are two main methods people use- gluing ends to booms and yards, and tying via knots. On smaller scale, many people use monofilament thread, and it is really hard to tie. So most of those folks do use CA glue to fasten ends, but if you perservere, you can tie knots in the stuff, though with difficulty.
If you use photo etch accessory sets, sometimes there are fittings to terminate the ends of threads that make the job easier.
An alternative that some folks use, though it is not common, is to drill a very small hole through the yard or boom to terminate these threads. You need a pinvise and a set of #60-80 drill bits and a good magnifier. If you run the thread into a small hole the glue joint is much stronger. Also, with this method you can tension the thread properly before gluing. Otherwise you must cut the thread to length perfectly.
These rigging lines are not unique to commercial ships- many warships also have them for various purposes. In 1:700 scale rigging these lines is difficult enough that some folks omit them, but they really are necessary in 1:350 scale.
Rigging is what seperates the men from the boys :-)