Plant the seeds after the threat of frost is over, when the soil is warm, in a very sunny place. Keep them constantly watered till they grow a few inches tall.

It's fun to watch the goldfinches pluck the petals to hasten the seed ripening. After that, you can just use pantyhose to cover the seedhead, but you can also leave them open and watch the birds have a good time till all the seeds are gone. People usually cover them in order to harvest the seedheads, to eat the seeds themselves. I'd rather watch the birds!

Enjoy your flowers!