I heard you had to burn a pinecone in a fire to get seeds.
Believe me, this is a lot of work for a very small amount of edible seeds.
And - no I do not think you place the pine-cone IN the fire; just near the fire and usually in a pan to capture the seeds as they are released from the pine-cone.
You can never use green cones and I think you can only use the small cones or that is my understanding. You can place the small brown cones in a pan and use your warm oven.
I did find a YouTube video on this subject. The instructions on pine-cones is about half way through the video.
No this is not how you do it. This takes a lot of time. The pinecones need to be roasted in order to remove the seeds. I am not sure why you want the seeds but if you are planning on eating them then you will need to spend a lot of time removing the seeds and preparing them for you to set.