If they flower then they may set seed if they are pollinated. Begonia seed is very small, almost dust like so one seed pod may have hundreds of seed. Read more about here:

SW Region

Brad's hybridizing page

Brad's growing from seed

I'll second that dust comment... Man they are tiny little buggers!

this is a seed pod (immature)
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seed inside is like DUST...

And from that seed pod you get something like this:

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After a year or more of growing I ended up with some canes that look similar to their parents. So far they have not bloomed. Here are two full size plants.

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Those pictures are so cute!!! Them little guys are adorable!

First year I grew from seed I bought unpelletized seed, boy
was I sorry. I think I got nothing.

Now I always buy pelletized seed.

here's a few babies:
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They're so cuuuute!