You can store them in your cupboard, inside their sealed containers. To extract the most flavor from the bean, split them open with a knife and scrape the interior seeds and soft flesh. Place everything into your wort either in the boil or as a dry hop (as your recipe demands).
The reason for it is that you'll have more vanilla flavor from more vanilla bean surface area coming into contact with the wort.
Beer so good, it's frightening.
2014: Seven Heavens Series One: Vilon, Mystic Melomel, Skeeter Pee.