Home gardeners rarely attempt to propagate cyclamen, although expert gardeners sometimes try.
Commercial growers usually produce cyclamen from seed. It is often difficult to get the seeds to germinate, though, because they require specific conditions and the germination process is lengthy. In fact, many greenhouse growers start cyclamen from young plants purchased from specialized growers.
Although you could propagate your own cyclamen by saving seed from a plant, you will have better results with seed purchased from a specialized supplier.