Sure, they form on little stalks all around the stem, where the flowers were. When they start looking dried up, you can brush the seed out of the little stalk. Each stalk then looks similar to a magnifying glass that has lost its lens (the seed).

Thanks so much!

I get volunteer alyssum every year in zone 5. I have never collected the seed but I will this year. Thank you. I do know that the alyssum that comes up by itself is leggy and I always cut it back several times b4 it flowers to make it more dense. But then it gets bigger than any I buy in flats.