Depends what you mean by a 'wild rose bush' as to whether any grown from seed you collect will be the same as the parent plant. Roses growing on their own roots can be propagated from suckers, but from seed, only species roses will come true, varieties will not.

The seed pods are unmistakeable - they're called rose hips and are usually fairly large, though they are not produced by all roses, and some on the varieties may be quite small.

Most of the wild species of rose have conspicuous scarlet or orange hips, since their seeds are normally spread by birds. I would pick the hips when they turn color, split the hips to get the seeds, wash any remaining hip off the seeds, and throw them in a bowl of water. Fertile seeds sink, while the duds float. Plant them 1/2 to 1 cm deep where you want the bushes to grow, or in 15 cm pots in a cold frame. Don't expect to see seedlings until spring, though: they need at least two months of cold temps before they will even try to sprout.