You might best do this by sketching on a reference plane that
intersects the cone. Say if you created the cone by sketching on
the Front reference plane, you might again sketch on the Front
reference plane and draw a square. You can extrude the square so
that it protrudes from the cone. You may then pattern that extrude
so that you get a series of protruding square shapes.
If you want the square extrudes to extend prependicular to the cone
surface (instead of the cone axis) then you need to create a
reference plane paralell to the cone surface.
If the cone is a shelled, hollow shape, then a blind extrude may
put geometry on the inside of the cone where you don't want it. In
that case, use "extrude from surface," select the outsid eof the
cone, and the geometry will not be created inside the cone.