Depend what kinds are they.
There to general catagories:
(1) with yellow flowers that open early morning. They are mostly ornamental small gourds for fall decorations. If you let them fully ripen on the vine(till frost), they can have semi-hard shells and can be dried and used in arts and crafts. I hav dried many of them before and have made salt/pepper shakers. But even after maturing on the vine you have to let them dry up well. And few times spray/wash them with light chlorine solution or vinegar, to prevent from roting. Do not wory about the molds, too much.Molds are part of their natural process and actually somtimes provide a unusual paterns.
(2) The second class are bottle/birdhouse/swan.. gourds. They have white flowers that open after sun goes down and stay open all night. With these you have to hand pollinate them because the bees and most other insects have gone home by then. These gourd should be left on vine even after the frost to fully cure. Again after harvesy, you treat the like the group 1, as explained aboove. These gourds develop much thicker and harder shells and are very valuable in arts and crafts. You can carve them, burn them, paint them.. limit is your talant. Get google search, some books and see what you can do with them.
Good luck.