Do you live in a climate that cotton will grow in? If so, just stick the seeds in the dirt - the soil needs to be warm to your touch.
You can start them inside (use a heat mat) early but don't plant them out until the air temperature stays above about 65. They are extremely cold sensitive - hot caps would be good.
Cotton plants are perennial but, even grown as an annual, will get 4 - 5 feet tall. Did you get ones with colored bolls?