Once milkweed pods (Asclepias species) dry and start to split open, collect the seeds and sow them directly where you want them to grow, covering them lightly with loose soil. They need a cold period in order to germinate, so winter will take care of that requirement for you. They’ll germinate at the right time next spring.
When walking in the wild, I’ll ‘help’ the process by grabbing seed to plant, scratching them into the soil periodically as I continue my walk. As far as monarch butterflies (Danaus plexippus) are concerned, there can never be too many milkweed plants!