The plant you have is not often called "moon flower". Moon flowers are typically Ipomoea alba, a tropical vine with white flowers. 

What you have is something very different, in the genus Datura. I am guessing that you have either Datura inoxia (commonly called Indian apple) or Datura stramonium (most often called jimson weed or loco weed or devil's trumpet). These plants can also be called moon flower, but that is a less common name. Both of these plants are poisonous and can be fatal if ingested by humans or animals. In some places in the USA, it is prohibited to buy, sell or cultivate Datura plants. 

I am not sure if your seed pods ripened before the freeze. Typically, you know that Datura seeds are mature when the pod splits open and spills the seeds. If your pods did not start to dry and split on their own, then the seeds inside might not be mature and therefore they might not germinate next spring. (The seeds will probably not continue to mature even if they remain in the pod.)

That said, it's worth keeping the seeds and giving them a shot in the spring! I would lay them out on paper to allow them to dry completely and then put them in a paper envelop (they need to breathe, they might mold in plastic). Make sure you label the seed packet with the common name and scientific. I highly recommend labeling them as poisonous as well. That say, if someone (say, a toddler) ingests some of the seeds, poison control can help them. 

In the spring, you can start the seeds inside as you would a tomato. Alternatively, after danger of frost, you can scatter the seeds where you want the plants to grow. If the winter is mild, it is possible that the plants will come back from roots in the soil. Their seeds can also persist in the soil for several years, so if seeds fell last year, they may germinate on their own. 

Please be very careful when handling the seeds and all parts of this plant as they are highly toxic.