If it's a pod it should go brown and start to split open of its own accord or with a bit of pressure. You will find segments inside each containing roundish black/brown seeds.

Be sure to put them in the freezer for a week or 10 days in tightly closed baggies...I failed to do that the first time I saved 'em. When I got ready to plant the next sping the bag looked like it contained black cornmeal...BUGS had hatched and eaten them all. (Course they didn't live either & I was tickled about that!)
Suzi

I HAVE SAVED THE PODS FOR SEVERAL YEARS. THE WHITE AND PINK PODS HAVE MANY SEEDS INSIDE. THE RED ONES SEEM TO BE JUST ONE BIG SEED! I PLANTED 40 SEEDS THIS YEAR AND NOW HAVE 36
PLANTS! I HAVE LEFT THE PODS ON THE PLANT TILL BROWN AND ALSO TAKEN THEM OFF GREEN AND LET THEM DRY OUT.WORKS FOR ME BOTH WAYS. I STORE THEM IN BROWN LUNCH BAGS WITH A PAPER TOWEL INSIDE TO ABSORB MOISTURE.
I AM STILL LOOKING FOR A ORANGE ONE! ANY HELP OUT THERE???

i have the white with a red center when they bloom they measure 10 to12 inches across i will have lots of seeds this season plant get 3 to 4 feet tall .