from what i understand, after a pollinated flower blooms and wilts, a small pod is left behind wich will swell up a bit, dry up, turn brown and then eventualy open up, releasing the seeds. i believe the pods can be harvested before they open and you can dry them yourself, but im not positive about this. when i was in my yard collecting seeds there were many of these "immature" seed pods. when i split one open the seeds were white and soft. i read somewhere that it was skeptisized that these immature seeds have more lsa content than the mature ones, but there was no proof to back it up. ill try to find the link for you.
as far as there being seperate male and female sexes, i have no clue. it seems that if that were the case only some plants would produce flowers while others produce pollen, but that doesnt seem right bc when you buy a pack of MG seeds from the store all the resulting plants should produce flowers. maybe someone else is more informed and can give a better answer. maybe i'm completley wrong alltogether, but this is what i've concluded from my research on morning glory.
regarding pollination:
http://www.erowid.org/ask/ask.php?ID=1785
excerpt from
Growing the Hallucinogens
How to Cultivate and Harvest Legal Psychoactive Plants
by Hudson Grubber
"MORNING GLORY
Harvesting: The seeds may be gathered as the pods become brown and dry. Immature seeds are more bitter than ripe ones. It has been reported that immature seeds contain more alkaloids, but this has not been confirmed. There are approximately 850 seeds per ounce of the Heavenly Blue variety. The stem and leaves contain some alkaloid. However, because they contain purgative principles, this part of the plant is used only in extraction. If used, pick fresh and dry quickly without heat."