Not all hosta produce the seed pod. Your lucky I just harvested 11 off mine .You need to let the pods dry out using a brown lunch bag works . After a few weeks the pods dry and the seeds inside are black fragile too. You can plant them in your seed starting soil about like any other plant seed and they are fairly easy to grow . Also the neat thing about hosta to is the seeds you plant may look different other than ther plant you harvested off of.
They certainly won't come out to be a "different species" than the parent plant (that's an impossibility), but they cannot be counted on to look exactly the same as the parent plant, if it was a cultivar of some sort - only cloning (i.e. division or cuttings) will produce an exact duplicate.
Unless the parent plant is cloned, the seeds if any would be sterile, the seeds from all other plants including Peonies, Delphiniums, Lilies etc can ALL be sewn BUT you have to dry the seeds, then remove them from the pods (the pods are the protective pouch to allow the seeds the set and the pods will when dried, open out and scatter the seeds where ever they land, thats how nature does it so what we gardeners try do is replicate what nature does.
You have to learn there is right time and wrong time to plant seeds and it all depends on the plant your hoping to grow from their seeds, Peonies take sometimes a year to germinate and maybe another 4-5 years before the baby plant is large enough to be set out in the garden, Lilies seeds come in all different types, some are formed as minature baby bulbs all down the stems and are found in the leaf axle where the leaf meets the stem, others are from baby bulblet's growing onto the parent bulb under the soil, and you dig up the parent clump of bulbs and replant the baby ones in compost to grow on, these 2 methods are not actually seeds, the third way is like all other flowers, gather the seed pods and dry, collect and resew the seeds as they are releases in safe place from the dried pods.
It is impossible to tell you how to plant ALL seed types but the basics are much the same, soil, temp, water, pricking out when seeds have grown, BUT you need to go to library, book store or other and look for a book on PROPAGATION, it will become your little gardening Bible as it will give full info for as many seeds as you have had hot dinners, search for the RIGHT book, plain English, nothing fancy and out of your depth, before you know it, you will be requiring a garden centre to cope LOL.
Best Wishes. WeeNel.