Yes, to my understanding the pollen is best used when fresh (so when the flower has opened). If you do want to store it, you have to remove the pollinia from the flowers when the flowers are still open and fresh (so when the pollinia are still fresh). This is a small window, as Cyp flowers only last one to two weeks (depending on the temperature). It is best to remove the pollen and store it on waxpaper. I always put it into small eppendorfs (liittle centrifuge tubes, that I get from a chemical supply company like Sigma:
www.sigma-aldrich.com), but you can store it in any other tube or container. The eppendorf tubes I store in a larger airtight container with silica gel packages (a desiccant). You can get these also at Sigma. It is important to use a desiccant so that you lower the humidity, othewise you will get mold growing on the pollen. I store it in our Fridge here (at 4 degrees C). Keep in mind that the longer you store it, the viability of the pollen will go down, but I think you can store it up to one year.
If the pollinia are not fresh; so from old flowers that have wilted and turned brown, the viability drastically will go down, as usually the pollinia will get moldy.
I hope this answers some of your questions,
Robert (aka Drorchid)