I have grown Salvia forskaohlei (that's how it was spelled on the packet) from seed. I sowed in pots, just barely covered the seed, and kept the pots indoors in a cool, light place until germination (it took about 6 weeks).
Salvia glutinosa, I bought as a plant, but sowed seed from it straight into the garden. Some germinated right away, some waited until the following spring.