Lily seeds - when / how to plant?

I have allowed a couple of lilies to set seed this year ( plain white, variety unknown) and now they are a good size and yellow like corn on the cob. Should I leave them on the plants a while longer? And how / when should they be sowed or planted? I am guessing that next spring would be the obvious time, but perhaps they can go in the ground before winter? Thank you for any advice.
Johnny