If you look up inside the flower, you will see the seeds. When they are black, they are ready for harvest. You will see little white seeds too, they are not mature yet.

After the top of the stalk is no longer going to bloom, I carefully cut the stalk and lay it on a paper towel. Some seeds will just fall out (black ones). Be careful because if you jar the stalk, many seeds just fall out before you get them to the towel. You may have to tear open some of them to get the seeds out.

If there are any of the "internal" blooms at the top of the stalk, I don't cut them. These are the blooms the hummers go for and they are migrating now.

Last year I had a bumper crop of Yvonnes Salvia and collected lots of seed. I wait until the flowers on the oldest stalks start to turn light brownish. The seeds are usually ready by then. I cut the stalks and put them in a brown paper lunch bag. Let them dry for 2-4 weeks, shake the stalks, and most of the seeds will fall into the bottom of the bag. Then clean out any chaff.