You have to cut open a rose hip to get the seeds. Not all roses get seeds, due to the fluffy flowers.
Roses are usually propogated by cuttings. It is faster and easier to do than growing from seed. You can take a branch and have a plant ready to flower in a year.
Cut off a branch that does not have flowers. Should have atleast 2 sets of leaves. Most often a piece about 8" long is used. Place the cut end in potting soil of ground and keep it nicely watered. It will grow roots and leaves and bloom much sooner than a plant from seed.