LuisaC,
I am in your same zone, 8b but still things in Texas and things in Alabama are not exactly on the same schedule, but very close.
I have pods on many of my plants now that I pollinated hoping to create certain traits in the resulting plants. However I also have many pods that the bees or other pollinators are responsible for. So check your plants, you might find that you have "free" pods in the garden. It sounded like from your post that might be the case, "After the blooming the little swollen pods that appear on the plant, that is the seed pod"? I have some plants that must be very attractive to pollinators and also must be very fertile because they make a lot of pods without any assistance from me.
Yes, wait on the pods to have time for the seeds inside to mature, most people wait for the seed pods to not only turn brown and dry but to crack open a little, then you can see inside the pod and get a look at the seeds. If the seeds look black and shiny and fat, they are ripe and ready for the pod to be picked. If you see the pod is going to open up so much the seeds might fall out, go ahead and harvest the pod. Some pods will open very soon after showing the least little crack, others take longer, so you have to keep an eye on them.
Many people do not fool with keeping "bee" pods, others enjoy seeing if mother nature is wiser than they are when making selections. I like to try a few just out of curiosity.