Up to you.

If it's on perennial poppies and you don't want to grow more from seed the plant will be stronger next year if you snap them off.

With annual poppies you can save the seeds if you want to grow more next year. You can keep the seed pods as decoration inside (flower arrangements?) or out, or break them off. If you don't want poppies again next year break them off when green. If you do want them you'll need to leave the heads on so that the seeds can ripen, then collect them when the little "trapdoors"on the seedpods open.