About where in the USA are you, Cindy? Much will depend on the climate. Here in the desert, we save the seeds, expect the mother plant to die over the summer, and plant the seeds as early in the fall as the nights go below 80º F. In colder parts of the country, I would start the seeds in place right away--making sure that the pods are ripe before picking them--for bloom next spring. Cutting down the spent stalks may allow another bloom cycle if your season is long enough and cool enough. In the coastal Pacific Northwest, and high elevations in Hawaii, they may become short-lived, almost everblooming perennials.

I'm sorry, but when the question first appeared, didn't it say "Canterbury Bells"? Or did I only see what I expected to see?

I thought they were the same thing? They are perennials in the UK though possibly short lived ones.

Googling it, I find a "Cup and Saucers Mix" of Canterbury Bells, which is a double form of the flower, and a Cup and Saucer Vine (Cobaea scandens), which I am less familiar with.