I pick the blossoms as they grow or deadhead them after the blooms have faded to prolong the blooming period. But when you are ready to collect seeds you will need to leave the flowers alone and allow them to dry and form the seed pod.
At first it will look like this: The snapdragon flower has just fallen off and below it is a immature green seed pod.
When the seeds are fully mature they come out very easily. Just one pod will give you tons of seeds!