That depends on the recipe.
For example, if I make icecream, I split the vanilla pods. I then put the whole pods, including the seeds, in a little milk. I then heat the milk and then leave it to cool. After it is cool, I remove the vanilla pod, but leave the seeds in the milk. I then use this vanilla milk, for the ice cream recipe.
Split the pod with a sharp paring knife, and then scrape the seeds directly into the batter, or whatever it is you are making. Save the pod, because it's chock a block with flavour. I've been known to drop it into a bottle of vodka, white vinegar, or simply simmer it on the stove for a fragrance effect.