The seeds are where the flower used to be. If you look closely there is like a "curtain" over the seed pack where the flower was. Just litely pull the outer "curtain (for lack of a better word " back and you will see in the middle this small thing sticking up that is the seed head. The seeds are small maybe even smaller than the petunia seeds.
I hope this helps.

I am not sure of when is the best time to collect the seeds. I know I have missed a few seed heads by waiting to long now I am just waiting for the right time. But knowing where the seeds are is half the battle.

Paula

If you wait until the papery covering over the seedpod turns completely light brown, you can pick the entire pod, hold it over a container and gently squeeze. The seeds will spill out into the container.