Im going to assume they are winter squash? If so, please read below:
Unlike summer squash, which you can pick throughout the summer when it is tender and immature, winter squashes like spaghetti squash need to wait to be harvested until they are mature. It takes about 100 days from seed to harvesting for winter squashes. So, you should be able to harvest in late August or September when the squash is a deep even yellow and the vines are dried - definitely before your first frost. Leave a few inches of stem when you cut it from the vine and then you can store it anywhere from 2 to 6 months in a cool room. I bought my vegetable spaghetti squash seeds from edenbrothers.com and was successful with them. I also planted butternut squash, which has the same harvest story as the vegetable spaghetti squash and other winter squashes. Hope that helps!