Hi Milenka,
They form at the base of where the flower was. In the sepals(the green petal base of the flower), a seed forms. they will turn black and then they are ripe. They look like tiny hand grenades. If you leave them too long, they fall out, so it is best to check them every day or two this time of year to collect as many seeds as possible.
Remy

If you see one starting to turn from green to black they are usually all black and ready the next day.

THANKS!!! :))