After the seeds have sprouted, you can plant them right away. Generally, it doesn't matter what direction you plant them in as eventually they will make their way up, but it's best to plant them root-end down. (That little green bit poking out of the seed? That's the root!)
It would be best to plant them individually in a cell tray, but if you wish to plant them in one pot until they're more established that works as well! Generally you can fit three or four in a decently sized pot, just make sure they have room to grow as once you have them covered it's best to leave them sit until they're much more mature.
I planted mine about half an inch deep, but I wouldn't go much further as the seeds will probably die before they finally poke out of the dirt. Keep these seedlings inside for the first month or two, as they're quite fragile and will need some time to grow.