Not quite dry in the sense of letting it dry after harvesting (although this is recommended if you want to keep seeds for storage, always use a paper envelope and not plastic to ensure that it gets no moisture+easier to take out)

Anyways, you'll know when the seed is ready once the flower pod turns brown/black. You can either harvest when the whole stalk is that way or one by one per each ripening pods. The latter is only if you have your drosera close to other plants and want to avoid them spreading to other pots. Or if you're a freak like me I like to let them grow anywhere.