The seed heads are a bit like dandelion seed heads. You need to wait until the seeds come off the central portion of the head easily. The seeds are clustered around the central section. Each seed has a 'tail' which is the fluffy part which you can see. Hard to describe, but if you Google Clematis seed there are lots of pictures.
Sowing the seed is easy. It needs to be fresh. Cover lightly, leave exposed to the weather and if they are viable they will germinate in Spring. What you will get may be very different to the mother plant though.