Lilies grow from bulbs and that is the way they tend to spread, however, some lilies do form a pod after they bloom that is filled with many, small dark seeds.
I used to have Tiger Lilies and they dropped seeds millions of them but I never seen a pod on them the best thing to do is either talk to a greenhouse or do a net search it will pull a tone of printable information for you. You can also grow some and check.
The lilies falls under bulbs. They have seeds if only bees will pollinate the flower. Planting and raising lilies from seeds are fulfilling and exciting.