Actually, I'd say that a cone doesn't have an ovary at all. Cones are found on conifers, a type of gymnosperm, such as pines and spruces. Gymnosperm means "naked seeds," because their ovules (which become the seeds) are exposed to the air. The pollen (which is produced in another type of cone) drifts on the wind, right up to the lip of the ovule, called the micropyle. In flowers, the ovules are encased in an ovary. The pollen (which is made in a structure called an anther that is part of a stamen) drifts on the wind or just falls down onto the female reproductive structure, called the pistil. The pollen then sprouts a tubular growth that penetrates into the pistil and makes its way into the ovary, and finally to an ovule where it can fertilize an egg. There's a lot more to say, but this should get you started.