Once the seeds have sprouted, go ahead and plant them. When planting, you will want to plant them with the root that popped out facing down. When you are first planting them, it should be alright to have up to three per container. But once they get big enough, you need to transplant them into individual pots. Once you have placed the seeds, just cover them in a thin layer of soil. (Don't just sprinkle it, but don't make it an inch thick.)
I suggest planting them in pots until they are big enough so that they don't get mistaken as weeds or something and get destroyed, and bringing them indoors before trees start to go dormant so that they can continue to grow.
If you do bring them indoors for winter, you will want them to be in front of your brightest window. Don't place them where there is shade, or they will not get enough sun. South facing windows are the best, as they get the most direct sun.
In the picture, I have a pop bottle cut to make a mini-greenhouse. You do not have to do that.