After the flowers open & die one by one the bulbs/seed pods on the dead flowers will start to swell in about a week or so with seeds...
They will darken when they are ready to pop...

One way to do it is you can tie a small weight on the stalk just under where the flowers start (after it's done flowering) so it bends it horizontally & position it over a paper plate, let the seed pods pop/open on their own then collect the seeds from the plate...
Or you can just wait till they darken/dry & remove them before they open on their own...
Just be sure to wait till they are ready before removing them...

Good Luck