I even had some seed winter over here and sprout in the spring for a couple of years before the caterpillars got a bit too hungry and ate the only plant one year. I'll probably get another and hope it will seed again. Here are directions for growing fennel from Johnny's Seeds.

My bronze fennel came back this spring. I've never had any self seeding. Winter sowed some seeds last year and planted out when very small.

If you are growing fennel for leaves and looks, direct sow. If you are growing bulb fennel, you might want to start them in peat pots or something else you can plant right in the garden if you have a short growing seasons and fennel bolts when it gets cool in the fall. Also, Dill inhibits fennel and is much hardier, so keep the dill away from the fennel.

Dill 'inhibits' fennel? By what mechanism?

I read this in a book on companion plants called "Carrots love Tomatoes." I don't have the book here, so I can't look it up and, anyway, the book was folk garden wisdom.

I've gardened in 4 different countries and climates and I've observed that a fair amount of folk garden wisdom is location-specific and the location and climate are rarely specified.

So, your mileage may vary.