yes, they do. if you are asking because you want to plant and grow them, the link below has instructions. they should be planted or properly stored soon after collecting in the fall.
There are so many kinds of camellia. Single or semidouble flower camellias are easier to set seed. Formal double flower camellia mostly will not set seed. There are so many other factors affect the production of seeds, such as temperature, rain, compatibility, etc..