If you don't have a mouse problem you can let them dry on the plant until just before the pods pop. Then pick the pods and let them finish drying somewhere dry indoors. Once totally dry, take out the beans from the pods - they should be dark brown, hard and slightly crinkled, in fact just as they look when you buy seed. Store them in a paper envelope, again where the mice can't get at them and it's not damp.
Broad beans are the easiest seeds to save. Make sure the ones you pick are the best/biggest/disease free and no wormy holes in.