To dry dill weed, cut some sprigs from the garden and lay them out on a cookie/baking sheet and put in a gas oven for a day or so- however long it takes to dry. You can also use an electric dehydrator, but the dried dill pieces are small and tend to fall through the holes in the dehydrator tray.
Seeds or seed heads can also be used. In pickling, many times an undeveloped seed head is used. The developed seeds are also often used. These fully matured seeds can also be planted next spring.
Good luck growing & using dill!