Not much on the web about this, but the link below does give information

https://sites.google.com/site/caledoniapine/

Hi, welcome to GoY, you don't say where you are in the world, but for the U K, the advice would be to sow the seed as soon as it's ripe in a seedbed where the temperature doesn't fall below 41f, if the seeds are bought sow them now, if they're seeds from your own tree make sure they're from a female cone, these will be about 6" long and ellipsoid, if they're male cones they will be about 1 -2 1/2" long and conical, these are frost tender trees and require a minimum winter temperature of 41f, so I have made the assumption that you live somewhere warmer than the U K, Derek.