I love my fuchsia plant and know that they normally don't live through the winter, so I would like to get the seeds out of it somehow and regrow them next year.
Where to Find the Seeds on Hanging Fuchsia Plant
Certified GKH Gardening Expert
Since it may be more difficult and time-consuming to grow from seed, you may want to consider taking some cuttings from the plant instead. This article will help with that: https://www.gardeningknowhow.com/ornamental/flowers/fuchsia/propagating-fuchsias.htm
It is also possible to winterize these plants indoors, though taking cuttings would still be a good idea (just in case). Here is more information: https://www.gardeningknowhow.com/ornamental/flowers/fuchsia/fuchsia-winter-care.htm