You can sow your marshmallow seeds after all danger of frost is past for your area. Plant only 1/8 inch deep, and space them about 15 inches apart. Or you can plant closer, and thin them out as you see the seedlings emerge. Since you don't want to plant these seeds deeply, and since they need light to germinate, you can simply press them down into the soil. Keep them moist.
As an option, you can sow seeds 8 weeks prior to your last frost date. Then transplant them outdoors.
Hints in the garden that can maximize your use of marshmallow:
1. You can collect the leaves for drying after your plants are done flowering.
2. After your plant is two years old, (at least), you can dig up the roots for drying, in late fall.
3. Immediately after harvesting the roots, you will want to remove any rootlets from the main central root. Then you can wash, and peel off the bark, then slice the root for drying.