I am growing bonsais from seed - do I need to start them in a small pot, or do I just grow it in any pot, then prune it (etc), when I want to bonsai it?

Depends on the species, but in order of how quickly you’ll get to the desired result:
- full ground
- colander/wooden box

Just know it will take a decade or two to get to anything decent...

Please note that you are not growing bonsai from seed, but normal tree seed.