Whether it works depends. It depends on your climate, the plant and the viability of the seed.
I live in a climate that gets hard frosts but snow is as rare as rocking horse poop.
In Autumn I frequently strip the seed heads of things and just strew the seeds around the garden to lie there and come up or not as they want to do. I generally don't bother with putting the seeds in anything but I have done it sometimes using old broccoli boxes. My problem is forgetting seeds in pots so I'd rather the seed did its own thing.
Things that grow easily from using this strewing technique are parsley, coriander, basil, calendulas, aquilegia, mustard, silver beet (chard) and probably others that I would recall if I took a walk around my garden.
Other things that grow voluntarily from my cold composting techniques are pumpkins and apple trees and various other squashes.