Coneflower seeds need a period of cold dormancy to germinate. So plant them now outdoors. If you wanted to start indoors in late winter, you would plant them in moist potting mix and then keep them cool to cold (like in a vegetable crisper in frig) for 3 weeks or so.
It depends how much you like forsythia since it is an early bloomer the best time is to prune after it flowers so you don't miss the show. You can prune just before it bvursts and take the stems inside and force them. It is up to you.
Good points - one other thing is that coneflowers, at least when mature, don't like "wet feet." If it is too soggy, they can rot. On the flip side, they are drought resistant, so keep all this mind when planting the young plants.
I just sprinkle the seeds into the garden in the fall when the coneflowers have already gone to seed (they still look good) we are also zone 4-5
In the spring I have a ton of little cone flower plants coming up I can identify them from their leaves, I let them get established, and transplant them with hand tools to where I want them.
I usually like plants in a drift so a bunch of coneflowers together, show better