You'll see later in the season (or maybe soon for you) the seed pods will open up a bit and you should be able to see the tiny brown seeds inside. You can simply turn them upside down and shake them into a bag or container. From there, I put tons of seeds in a wet paper towel inside of a plastic bag for two months in the fridge, then I take them out of the fridge and they sit in a warm part of the house that gets a good amount of light. Usually takes a two or three weeks before they start growing. I have great success up to that point, but I struggle with transplanting the tiny seedlings into potting soil. They're so tiny and often seem to die off for reasons that are unknown to me.
My favorite way of producing more plants is to divide them each spring. The Cardinal Flower in my bog has produced a decent clump each year, so I usually take two or three little plants off of it and plant them elsewhere. I do the same with Great Blue Lobelia.