Thanks for the question.

Now (early November2021) is the time at which cosmos seeds could be harvested. You need to find the window of opportunity when the flower is brown and rather dried but before its seeds are dispersed. The plant whose picture you sent is not yet ready to have its seeds harvested. I have sometimes just tied a bag around the flower to collect any seeds that drop. You could also merely cut the flower heads and let them dry indoors. The seeds can often be shaken from these heads. Once you collect the seeds, let them dry completely inside. I often use coffee filters to put the seeds in while they are drying. A sunny window sill is an ideal location. I have to be very careful in this enterprise as my two cats are very intrigued by the whole process and enjoy disrupting things. After a couple of weeks of drying, I put the seeds in small packets of wax paper, put the packets in a labeled envelope, and then store in my refrigerator. After three months or so, the seeds are ready for planting. Three additional comments:

1). Many cosmos plants are hybrids. Seeds produced from hybrid cosmos can produce plants that can be extremely diverse. So when you grow the collected seeds, don’t be surprised if you get plants that show considerable variation with respect to height and flower color.

2). After storage in the refrigerator, consider doing a germination test on the seeds. It is prudent to do this before expending time and effort in planting them. Take a few seeds (10 or so) and put between some damp paper towels. Keep these towels damp and place in a pan in a warm location. Inspect periodically to see how many seeds show indications of germination in the form of small shoots emerging from the seed. In my experience with cosmos, I begin to see signs of germination within 7 days or so. Typically about 90% of the seeds that I collected will demonstrate these indicators of germination.

3). After the collected seeds are three years and older (always stored in the refrigerator), their germination percentages decline.

See the following:

https://www.gardeningknowhow.com/ornamental/flowers/cosmos/collecting-cosmos-seeds.htm

https://thefreerangelife.com/how-to-collect-cosmos-seeds/

Good luck. Seed saving is a great thing to do during the winter months.