Answer: You could try planting them in the garden now and see if they germinate either now or in the spring, however in my experience you will have better germination percentage if you do it under more controlled conditions.
Many daylily seeds won't germinate until after a chilling period and then need a soil warmed to about 60 degrees, so you will probably want to provide a cold stratification treatment prior to planting them. Some gardeners plant them in shallow pans of clean soilless potting mix and leave those outside sheltered in an unheated cold frame to undergo a natural winter. Then check for seedlings over several months time next spring.
Or, you can put the seeds in a plastic bag with a little clean, damp (just damp, not wet) vermiculite and store it in the refrigerator. Check weekly for any that have swollen and begun to germinate and plant them right away. Once planted, provide as much light as possible. (If necessary, fluorescent shop lights kept just a few inches above the foliage will do for a month or two until spring.)
Germination is pretty erratic, I have found, so it can take a while (maybe two months or so) before most of them will have started. Since you will probably want the seedlings ready to plant outside next spring, store them dry in a plastic bag or closed jar in the refrigerator until you are ready to start the cool moist period.
Make sure the seeds are mature before you harvest them; the pods should be dry and just about to open or starting to split and the seeds should be rattling inside. If they are not ripe enough they will not germinate. Make sure they are very dry before you store them -- let them air dry for a few days first and make sure there is no condensation inside the container.
Finally, I should mention that most if not all of your seedlings will probably be an ordinary orange flower. They usually do not resemble either parent but look more like the "wild" tawny orange ones. On the other hand, you may end up with a few really nifty ones. It will take two years or so before they bloom. Enjoy your project!
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