Thanks for writing. If you'd like to save seeds from cucumbers, leave a fruit or two to ripen fully; they often become yellow at this phase. Split open the mature fruit and remove the seeds. Leave them in a warm, dry place for a day or two, then store them in a cool, dry spot.
The best time to replant them is in spring, after all danger of frost has passed in your area.
---Justin, Senior Garden Editor, BHG.com