Multimode optical fibers are essential in bridging the gap between nonlinear optics in bulk media and single-mode fibers. The understanding of the transition between the two fields remains complex due to intermodal nonlinear processes and spatiotemporal couplings, e.g., some striking phenomena observed in bulk media with ultrashort pulses have not yet been unveiled in such waveguides. Here we generalize the concept of conical waves described in bulk media towards structured media, such as multimode optical fibers, in which only a discrete and finite number of modes can propagate. Such propagation-invariant optical wave packets can be linearly generated, in the limit of superposed monochromatic fields, by shaping their spatiotemporal spectrum, whatever the dispersion regime and waveguide geometry. Moreover, they can also spontaneously emerge when a rather intense short pulse propagates nonlinearly in a multimode waveguide, their finite energy is also associated with temporal dispersion. The modal distribution of optical fibers then provides a discretization of conical emission (e.g., discretized X waves). Future experiments in multimode fibers could reveal different forms of dispersion-engineered conical emission and supercontinuum light bullets.