You
do not have to have it in the glove box while traveling through Kentucky. A locked case would be fine in your example so long as it is unloaded.
However, if you would like to load it, any one in Kentucky (resident or non)can have a loaded gun in their glovebox without a CCW license. The glove box (without a valid CCW license) is the only place a loaded gun may be in a vehicle in Kentucky.
Kentucky is also an open carry state for the record.
Also check out
www.handgunlaw.us for other state laws.