Best case is you just get the an item dropped by the Exiled Mages with the Experimental Affix you want and some other good rolls. : )
To get Glyph of Insight, yes, you need to use Rune of Research on Experimental Items. These can be items you don't care about or if you want to Seal the Experimental Affix to craft something else on an item you do want. You don't always you get Glyph of Insight, so it may take a couple of tries.
Note that Gylph of Insight changes a prefix on an item that does NOT already have an Experimental Affix on it into an Experimental Affix. It also only works when you're upgrading a Prefix - like how Chaos works - so it must be used on a T1-T4 Prefix.