Being an annual, I don't think you can overwinter petunias. However, they do produce lots of seeds that are easy to start in the spring. Where the flowers once grew, you will see brown seed pods encased in a hard shell. Collect them just before they open and shake the seeds onto a white sheet of paper, then envelop and mark. Be warned though, the seeds are very tiny. I've had lovely color surprises by nature's polination plan!