Where I live the pine trees propagate themselves...whether I want them to or not.
But to do it on purpose you should collect the brown pine cones while they are closed. Set them in a box or container inside the house. As the cones dry they will release the seeds.
If you gather up the seeds, mix them with moist/damp sand, place them in a plastic container in the refrigerator for several weeks (3-8 weeks). That simulates winter.
Sow the seeds indoors in decent potting soil. If you can supply bottom heat it may speed up the process. In a few weeks they should be ready to plat outdoors.
Pine trees can also be grown from cuttings but I have no experience with that.