In the past we have put the seeds out in the fall in a large pot and allowed the cold to work on them. This is about the time of year that we placed all the seeds from 1 pod per each pot, by sometime this spring or summer you should see some seedlings start to sprout

I've only grown Japanese varieties from seeds , though I don't recall even giving those a "chill" or freeze treatment. They came up quickly and were flowering the third year. I've not tried any bearded ones however, though it might be interesting since I already hybridize daylilies. I must say though, I've considered hybridizing more Japanese ones , but with the flower structure, I've not figured how to do that yet, or not succeeded at any rate.