I leave them, they scatter their seeds and later on, when I find the seedlings growing I move them around to where I want them, or pot them up and give them to friends.
Gardening in Central Norfolk on improved gritty moraine over chalk ... free-draining.
If you put a paper or greaseproof bag over them(not plastic), when the seedpods pop, the seeds will drop into the bag. Sow immediately into gritty compost and leave in a shady place outside. They will germinate next spring. Or do as dove says, it is easier.
I certainly found, even on heavy clay, that there was a much better germination rate when I let the plant scatter its own seed than when I carefully collected it and cossetted it!
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Gardening in Central Norfolk on improved gritty moraine over chalk ... free-draining.
Or do as dove says, it is easier.
OP you can also wait until the seeds are dark brown and ripe then sow them in a pot and see what you get.