How do you grow pine trees from pine cones?

Pine cones open up by themselves and then drop the seeds. Sometimes, wildfires make the cones open up. So I'm guessing that you can either wait right under a pine cone and wait for it to open up or you might possibly (note that this has not been tested and may not work) light a candle right underneath the pine cone. This may not work and may result in the tree burning if it catches on fire.