Well I sowed some of mine, when they eventually dried last month and some I am keeping in a jar in a dark, cold garage till the spring. They do need cold to germinate so I might pop mine in the fridge for a couple of weeks before sowing them if we have a mild winter.

they overwinter no problem in the ground, on the paths. in fact anywhere.
keep them in a paper bag in a cool dark place. or plant them in pots now and leave them outside overwinter.

It's always better to sow them fresh if you can, assuming you are collecting them from the plants in your pool. I've done this several times and usually had 100% germination. The plants are fairly easy to keep overwinter in small pots standing in water in a sheltered place.
Unlike standard irises they seem to come into flower around the next year once they've made some growth.

Hello DRC, SBGirl and Bertie - thanks for your help. This is the first year I have ever collected the seeds and I have absolutely loads. Based on your advice I shall probably sow a few in pots and keep the rest in an outside shed until Spring. I'll let you know how I get on.