I have the silver tidal wave petunia as well. And not all flowers will get polinated. So not all flowers will produce seeds. Just watch where the flower was and if you see a big fat green seed head just give it time to turn brown and then you can collect the seeds.
Last year I found out that if I collect the dark brown seed head before the burst open the will finish drying in a cup so it makes it easier to collect the seeds.
HTH

Paula

Thanks Paula!
Shortly after I posted, my daughter noticed seed pods on my plant. I also realized that the blooms on this variety last much longer than on The Wave petunias and so didn't set seed as early!