If your plant is Zantedeschia aethiopica then take a look at the link below, excellent advice on growing from seed:

http://gardenofeaden.blogspot.co.uk/2015/07/how-to-grow-arum-lily-from-seed.html

Pink ones are usually hybrids or varieties of Z. rehmannii. I have never heard of a pink variety of Z. aethiopica, but "never heard of" may be the operative words. :)
The seeds will be more like a cluster of berries at the base of the center spike of the flower. Unfortunately, I don't know if they change color when they are ripe.