Direct sow outdoors in Fall, or winter sow in trays in a cold frame or cold greenhouse.

Belamcanda are a member of the lily family and seed should be treated in the same way. As Bamboo says, they usually need a bit of cold to grow. Keep the pots or trays covered with a shallow covering of grit or vermiculite.
An alternative is to sow into a pot, cover with a plastic bag, and put in the fridge (not freezer) for a couple of months (say February until early April), bring them out and they should germinate easily in the greenhouse.