About 3 years ago I bought some red zinnia seeds at our local garden center. The package was $1.99 and I have saved the seeds from the blooms from year to year. The video which may not have audio should help you with the what to do. You basically wait until the flower is spent and remove it and let it dry out completely. The seeds will pull out very easily and my seeds are a deep green. Store in a dry area. I put mine in an envelope and seal and label the envelope so I'll know what is in the envelope. These will be labeled Zinnia's 2016.
Oh yes these beauties reach a height of approximately 4 ft. Giant Zinnia's. I can't begin to tell you the raves I get from these flowers.