The two terms are close enough to confuse, so it's worth spelling them out here. Thyroglobulin is the substance that the thyroid follicles make and store in their centres. When thyroid hormones are needed, some of the thyroglobulin protein is pinched off (pinocytosis) and taken into the follicular cell. There it undergoes proteolysis and is ultimately by the converted into the thyroid hormones (mainly T4, but also some T3). In the final step, the thyroid hormones are released into the blood stream.
In the blood, almost all the thyroid hormone is bound to proteins - less than 0.1% of T3 and T4 float freely. The main protein that binds them is thyroxin-binding globulin (TBG), although other proteins also contribute (e.g. albumin).
Hope this clears things up!