It all depends on the flower / plant you want to gather the seeds from, Some plants like Foxgloves are very permissive and you will not get plants that look exactly like the parent plant,but you will ?may get a new colour depending on what other foxglove pollinated each other.
Other seed heads are found just below the flower at the place where the flower is attached to the stem, a swelling that is filled with seeds and you need to wait till this swelling has ALMOST dried, then you cut it from the stem and allow to dry more, it can split all by it'self or you may need to help it to open and you need to gently either rub the seed heads between the finger and thumb, sprinkle onto a paper so the seeds dont drop everywhere, these little seeds are easy to loose.
Store the seeds when separated from the Chaff (bits of the plant that held the seeds) keep in an air-tight container or clean paper envelope and write the name, date and info re the Gathered seeds till time to sew the seeds for germination.
Re the germination or (scale reproduction from bulbs, there are some bulbs like Lily's that can be reproduced from the parent bulb, to do this, you would lift the bulb from the soil, make sure the bulb is NOT damaged in any way, it should be firm when gently clasped in your hand, if any wet, damaged or loose areas are seen, dont use these as for reproduction.
Look closely at the lily bulb, there should be layers like an onion, the layers dont go all around the bulb but you will see they look a bit like individual segments like an orange but flat.
Gently peel away a few segments, you must be careful not to crush, break or squash this segment, just take your time and break away the piece from the base of the bulb,
Next, either place these segments base end down into a small pot filled with very well drained soil, (I like to add horticultural sand (not building sand) you but the garden sand at the garden store) make a hole in the sandy soil with a pen or pencil and place each segment into the hole, place a clear polly bag over the pot and an elastic band to keep in place, set the covered pot in a light place but not full sun, when you see little green shoots come from the segments, you can move them to a larger pot individually when the shoots are large enough to handle.
The other way to do it is to place the sandy compost into a zip closing food bag, place the segments into the bag filled with the soil and place in the warmest area /salad shelf in fridge, leave alone for a good few weeks and again like the other method, when green shoots are on show, pot up into individual pots when large enough to handle and grow on till big enough to pot out into garden, they will take anything from 3 to 5 years to reach flowering size bulbs.
Hope this helps a bit, there are books on all types of propagation from seed's to cuttingsl layering, either on the branches or bent into the soil and pinned down till roots grow before removing from parent plant.
Propagation is fun, easy when you get it right and makes for very cost cutting garder growing to grow yourself or give to friends as gifts.