It amazes me at the number of questions I get on planting cones to grow trees. The short answer is, you can't plant a cone and grow a tree. Nature just doesn't allow that because the cone is not the seed.
Most of the pine cones you notice are very brown and the seeds have already been released. The cone itself is only a protective cover for hundreds of seeds that usually drop in the Fall. There are also green cones up in the same pine that are not yet "ripe" and need a year or more to mature and drop their seeds.
So, you can't plant a cone and get a tree. You need to collect the very small seeds from the cone and prepare them for planting. These seeds have little "seedwings" that help scatter them to the ground surrounding the parent tree. Nurseries collect the maturing green cones and extract the seeds for growing seedlings.
Here is how you can prepare those seeds for planting: Tree Seed Guide
Red Pine Cones - USFS/Bugwood.org