It's easier and more reliable to buy a seedling. However, if you want to give seeds a go, I won't try and stop you! Germination is, on average, about 1%. Seed must be very fresh.

As with all tiny seeds, and in particular ones like stevia which have a little 'parachute' attached to them, don't bury them. Simply sprinkle them lightly over the surface of the growing medium (I suggest a very fine seed-raising mix) and gently tamp them into contact with the soil with the palm of your hand. Water gently and from then on just keep the soil barely moist by mist-spraying. They'll need light to germinate. Keep them warm (around 20C soil temp), and cross your fingers a lot.

bummer.... wish i had read this before buying 2 packs :(

Will my stevias come back?!.(O! plz, lrd!! lol)
We had an unusually cold/freezin temps down to 13-15F this past JAN .
But I had mulched well my stevia plants with leaves. Plus, they wer kind of away from heavy cold winds. I have also saved some seeds. But as I crush those seed pods, I cannot see/find any seeds. Are they so tiny? or there is none?/?
Well, after all there is a HD around. Thats where I got them last year. Forget that request LORD !!

Stevia with seed pods??

The seeds form at the base of where the flower used to be, and appear not unlike those of dandelion. In fact, they have a very similar little fluffy white parachute attached to them. They are much smaller than dandelion seeds, but you can't miss them. I think you probably didn't let the seeds develop before you detached the flower-end from the plant.