If you are interested in growing dl's from seed, let the pod dry up until it is brown and starts splitting at the top. Then you should be able to see the seeds inside the pod. At that time you can pick the pod off the scape and start the process of preparing the seeds for planting.
Here is an article from
@beckygardener on how she grows daylilies from seed:
http://garden.org/ideas/view/b...
The one thing you may not want to do is to let the pod dry up and drop the seeds right next to the main plant since the new plants will be a different color.