The pod forms where the flower was. Iris often don't produce pods, and some varieties do more often than others. Sometimes bees may pollinate them, but even if the iris forms pods, doesn't mean you will get seeds from that pod. Hard to miss the pods though if you have them, they are large.

If I cross-pollinate the blooms myself, will it be more likely to produce seed pods?

I think it will be much more likely. There are new colors offered every year from hybridization. I've never tried crossing iris, but I have with daylilies, and get some very nice seedlings. A fun way to get new plants. You should give it a try. Not every pod will produce viable seeds, but most probably will.

Thanks ! I will give it a try next spring