You can start the fennel seeds indoors 2-3 weeks before the last frost. Sow the seeds in small pots filled with potting soil. Fennel seeds require moist soil so make sure that you are giving adequate water to the seeds.
When the seeds are showing the signs of germination transplant them outside in 1/2 inch deep soil. Keep the seeds moist by watering them. Make sure you are keeping weed away from the plant. You may require to remove the weeds using stake.