Each "ball" comprises the remains of many flowers.
The seeds will be within the remains of each individual flower. Not every flower will set seed. It's brown to black when ripe. If they are fully ripened, then picking the whole flower-head and tapping out should shed some seed. Otherwise you can pick off individual spent flowers as they go brown (usually from the bottom up) and peel them open with tweezers, or check inside and dislodge the seed or seeds with a toothpick. Use gloves, the dried flowers can be a bit brutal on fingers. Leave as long to ripen as you can unless the plant looks like freezing. Once you've got your personal experience at this, it will be easy the 2nd time.