Leave the flowers on the plant until it produces a seed pod. When it turns brown and dries out a bit, you can cut open the seed pod to harvest the seeds.

I divide my perennial asters, easier and quicker than growing from seed but probably you're talking about annuals.

And the seeds of any asteracea are not in a pod but a fluffy head!

When the seeds are ready, they easily release from the head--sometimes the trick is to catch them as they fall!

you can place a small ziploc plastic baggy over the flowerhead to catch the seeds and to keep the birds off.

I would punch some pinholes in the baggy, but that may just reflect how hot it is where I live. :)

Rather than a zip lock bag tie a small paper bag over the seed head.