When those lumps you show in photo 2 get brown then the seeds are inside ehem. Seeds are about 3-4 mm in diameter (1/8") and should be a nice hard ball in pale brown color.They require several years to reach bloom size from seed.

George

Thanks George for lily info.I will wait until seed ripe.

Looking at your photo more closely, I believe your naked-ladies are amaryllis belladonna rather than the lycoris which I usually associate with the name. If this is so the seeds will be more of a flat papery disc shape though also ready as the pod browns. In this case check out the amaryllis forum here for seed starting as it is a bit more involved.

George