Did you give them a squeeze to see how soft they are. If they squish or pop between your fingers when squeezed then they are no good. If they are just a little soft then they should be fine to either dry or plant. Some seeds will be hard as a rock while others are a little soft to the touch. If you are going to store them for a bit before planting then remember once they dry they may stay plump or they may shrivel up like a raisin and even some shrivel up to almost nothing. They are all still good they just dry differently.
Now to answer your questions
It just depends on what you are planning to do with them. Are you going to plant them right away or are you planting them later?
If planting later, what most people do is dry 24-48 hrs then put in little plastic baggies (get in craft section at Walmart or other store) until ready to plant. I have heard of people storing them in regular coin envelopes. Then there are various ways to germinate them such as damp paper towel, in baggie with peroxide/water mix in fridge, on the rocks, and so on.
If I'm planting right away I just take them from pod and plant in my seed trays. If they have been in fridge I do not germinate first I go ahead and plant in seed trays.
It's just a matter of preference on how you do it.