The pollen sacs will start to open and drop pollen. By then you should have them isolated from your female plants. I keep them in a different room. Once they start to open you can cut the branches off of the plants and put them in water with some sort of collection apparatus under them. You don't have to get fancy. A plate or aluminum foil will do.
A recent male I collected pollen from.
These are ready to cut off to harvest the pollen. I get rid of the fan leaves so they don't get in the way.