I once grew an apple seedling from the apples I bought from a fruit stand. I was trying to grow another seedling from the seeds I collected but it doesn't germinate?
Put the seed in a pot (if you want it potted) and put the pot in the ground; or plant directly in the ground. Wait for spring.
The seeds require "cold treatment" - they are programmed not to sprout until they have experienced "winter" since seeds that sprout in fall lead to dead seedlings. The above method is the simple way to get that. If you like, you can put the seeds in the freezer for a few months instead.
When they do sprout, you have about a 1/30,000 (IIRC) chance of getting a decent apple from the resulting tree. 29,999 times out of 30,000 you'll get a not terribly pleasant-tasting "crab" apple. Apples do not come true from seed, and normal apple trees are a vegetatively cloned rootstock selected for size and hardiness with a vegetatively cloned known variety of apple grafted on top of it.
You can (and folks used to quite commonly) graft a known variety onto a seedling crab apple rootstock. You can play the seeding apple lottery (odds are much better than the normal lottery) and try to find a new variety that's worth something (in many cases folks doing that graft a scion from the seedling onto a mature tree to get fruit faster.)
Note that "decorative crab apples" are once again normally clones of a particular crab that was selected for appearance, flowers, etc. rather than taste. "Crab" in the more general sense does not imply anything about fruit size, just that the apple in question is not a known breed (and usually not tasty, since if it is, it will become one.)
The "feral apples in the woods" are almost certainly old neglected trees of a named (though exactly WHICH named can be hard to sort out) variety if they are tasty; but all tasty apples came from somewhere before they were cloned.
To elaborate on @Ecnerwal comments about "crab apples":
The DNA of apples is more complex than ours; a recent sequencing of the Golden Delicious genome uncovered fifty-seven thousand genes, more than twice as many as the twenty thousand to twenty-five thou- sand that humans possess. Our own genetic diversity ensures that our children will all be somewhat unique—never an exact copy of their parents but bearing some resemblance to the rest of the family. Apples display “extreme heterozygosity,” meaning that they produce offspring that look nothing like their parents. Plant an apple seed, wait a few decades, and you’ll get a tree bearing fruit that looks and tastes entirely different from its parent. In fact, the fruit from one seedling will be, genetically speaking, unlike any other apple ever grown, at any time, anywhere in the world. -- pg 17 The Drunken Botanist by Amy Stewart
Apple seeds need to be stratified so that they sprout in the correct season. Your best bet would be to store clean seeds in the fridge during winter, and then remove them in spring so that they germinate in the correct season.
The accepted answer above that you have a 1/30,000 chance of getting an edible apple is likely incorrect. When the first apple breeding programs started in the 1890s, a high percentage of the crosses produced edible apples.
Here is an interesting piece of history. At the Geneva agricultural research station in 1898 and 1899 an experiment in the growing of new apples from intentional crosses was made. The experimenters claimed that up until this time, theirs was an altogether novel idea. The selecting of seeds from good apples was commonly practiced, but hand pollinating the flowers to cross two specific apples was, if we are to believe the authors, nearly unheard of. The operators grew what by modern breeding standards was a measly 148 seedlings of intentional cross pollinations using 10 different varieties of apples as the parents. Of those 148 seedlings, 125 survived and at the publication of their report “An Experiment in Apple Breeding” in 1911, just 106 of those seedlings had fruited.
Most of those first apples selected at Geneva in their probably overly generous enthusiasm are basically unknown today, with Cortland having notably stood the test of time. It is encouraging though that the apples they came up with in such a small lot were not just plain bad, but about 1/4 of them considered worth naming or at least considering.
It may be that the criteria in use today to decide what is worth developing further depends on aspects other than edibility such as looks, shelf life, disease resistance etc, and it may that these factors are what leads to the rare tree. So, hopefully, we can do better than the 1890s and get a higher rate than 25%.