I have seen packets of seeds sold in nurseries. And I have seeds that I 'captured' but haven't planted yet. I recently gave in to temptation and bought some gallon-size plants. But as
@Weedwhacker asked, 'What kind do you want to grow?'
From what I've read, it's best to find out which kinds are best for where you live. There are several sites that will only sell seeds that are appropriate for your area. Just type 'milkweed' in your search bar and you'll find a lot of sites and information.