Try posting on the Aroids forum. Zantedeschia/callas are really members of this plant family rather than actual lilies and you will likely get much better advice from the aroid specialists that frequent that forum.

Actually, I went to YouTube and found my answers there:

Keep the seed heads on the plant until the seeds mature. The spathe will become dry and papery. The seed head itself will become somewhat rubbery. Each little 'kernel' contains from 1 to 4 seeds, which you can work out with your fingers.

The seeds can be dried, and planted when spring arrives. Don't allow them to freeze at any point.

Rick in CT