They will form long thin pods; very similiar to regular milkweed, but much thinner.

In the link below, they are in the second picture in the row of four.

Here is a link that might be useful: Asclepias tuberosa

Once the pods splits, the seeds will be ready to harvest. You'll have to keep checking them. I've found Asclepias tuberosa to be the easiest to harvest. The other varieties of Asclepias split and start falling and flying very quickly, while the tuberosa I can usually get a day or two later, still intact (but split). If you don't manage to harvest any, I could give you plenty! They're also a good candidate for Winter Sowing; the varieties I've winter sown had very high germination (A. incarnata, syriaca, tuberosa, curassavica).

Important to store them in frig or use fresh.

Hollywog, what is the seed website you're referring to, I'd love to check it out? Thanks!