Annuals require similar breeding conditions to non-annual killifish. The key difference to the tank is the absence of spawning mops. Instead, fill a small container (like a plastic takeaway tub) with pre-soaked peat or coconut fibres. The adults will use this to lay eggs in.
For annual species, drying the eggs is required as they won’t develop in water. Remove the tub, drain excess water and store it sealed, damp and in warmish conditions between 22-25°C for around three months checking and spaying with water occasionally.
Re-soak the fibres and, like magic, you should get baby killifish.