If you are talking about annual Phlox, you will see a long pod develop after the flowers have died back. They look sort of like a miniature green bean and they take a really long time to ripen.

As I recall, Garden Phlox have a ball shaped pod that develops. On mine it was well into fall before I saw any pods and after frost before I got any ripe seeds.

Never grew wall flowers so I can't help with that one.

Barely any of my Phlox paniculata (tall garden phlox) develop many seed pods at all, just a few. As said in the previous post, it is a ball shaped pod, that you would harvest when brown. Once the pod opens (should say pops), the seed fly out. I found this out the hard way; I harvested a few pods, and put them in a shallow paper cup. A few days later, the pods had popped, but the seed flew out of the cup onto the kitchen floor, which were mistaken for dirt and swept up! I've learned to put them into an closed envelope to pop ;)

As for the wallflowers, I have both Siberian and English. The pods are similar on both, long and thin; below is a pic. I've never harvested them before, but I'm still waiting for them to turn brown. I'm unsure if they'll pop or simply split.

those look like the seed pods to my stocks too.