Hi ProudGM,
They form in the base of where the flower was.There is no seed pod. You will see one big(for a seed) black thing develop where each flower was. When you remove it, it will look like a miniature hand grenade.
Remy

Thanks Remy. I don't know what I'd do without all the help you provide in seed identification.

You're Welcome ProudGM : )
Everyone's questions would sit unanswered for quite awhile. I collect a lot of seeds, and I've made my share of mistakes along the way to learn all that I know now. So I figured I may as well check to answer questions here when I can and help others out.
Remy