It's really pretty simple. Just take the seeds from the pumpkin and rinse off all of the remaining pulp. Lay them on any kind of a screen or other device to provide air circulation. In about 1 week or so, they will be sufficiently dried and then you can store them in an envelope on which you have written the date and variety. They'll keep, if always dry, for up to 2 years or so.
By the way, if the vareiety you grew this year were hybridized you may or may not get any results out of the seeds since they won't grow true. When hybrids are developed from two or more varieties it's hard to tell what your results will be.
Additionally, if you have lots of seeds (you only need to save a handful or so for planting) try putting them in the oven on a baking pan at about 300 degrees F for about 15 minutes or so after lightly salting them. They're excellent as a snack and can be eaten whole... very healthy as well...