Do you have a photo? What kind of milkweed? Seeds will form on a long usually pointed pod. Wait till the pod splits before taking the seed out. Is it a tropical milkweed because that might be an annual in your Zone? I don't know for sure. I am not from the Dallas area. Take some of the seed and rake it into the soil around the plant, if it dies then the cold will stratify the seed and it will possibly sprout next spring. Some milkweeds are annuals but most are perennials. You could try mulching it to see if that protects the

I had them return for years from seed and from roots. Last winter I lost them and had to start over. I live in Arlington. Not sure why this year they did not return. I have found a few small ones that must be from seed but they are in part Sun and not big enough to bloom yet....in September!

Everything wantonamara said is right on...but to be sure yours is protected you may need to bring it in before the first really hard freeze usually in early December. Then move it out after the last hard freeze which was the ice storm of early March this year. ...DFW the land of ice storms, warm weather and another ice storm when you are sure spring has sprung.

Just look for pods like these...they're similar on most milkweeds. It hasn't been a good year for milkweed seeds for my plants!

Here is a link that might be useful: Milkweed pods & seeds