I harvest the seed, put them in open top small paper envelopes i buy at the craft store, and let them sit until I plant. They get hard and dry and shriveled up, like raisins. Here in Ohio, I try to plant in late October or more usually, in November. I put them in the soil, and forget them until they sprout in spring. This past winter, we had -28 degrees, so yes, they would get a cold period. I have heard that the seeds which would be more evergreen will go ahead and sprout, then be killed by the winter. A sort of first selection for hardiness done by nature. No proof of that, other than several "old timers" telling me that years and years ago.