I'm not sure about primroses, but I am guessing it would be something similar. I have oenothera perennis (nodding sundrops, perennial "evening" primrose), and the pods are elongated green capsules, about an inch long, divided into four sections. When they are ready, the tips start turning brown and start opening. This is when you should collect the capsules. Be very careful, as at this point the four sections spring open easily, and you can lose the seeds. The seeds are dark brown bits, vaguely pyramidal in shape. There are hundreds per pod. I remember primrose seeds being similar in shape, but are generally lighter brown, sometimes greyish, and varying a bit in size.