You must complete three steps: drying, threshing, and cleaning, before you store the seeds for the winter months.

Drying
First, right after seed collection, seeds must be dried to remove any remaining moisture. This is done to decrease and prevent fungi or mold growth during storage. They can be dried on a screen in the sun, or inside in a warm well-ventilated area. 

Threshing
Before they are stored, they must be processed. Threshing removes any extra plant material surrounding the seed. You can do thresh by rubbing the seeds against a screen with your hands. You can experiment with other methods to remove this material.

Cleaning
Once threshing is completed, the seeds should be cleaned by sifting the seeds through smaller and smaller screens, separating the chaff from the seeds. The cleaner the seeds are, the better they'll grow when planted.