The small oval on resting on the pine needles is a male gymnosperm cone. It produces the pollen, which can be carried to a female gymnosperm cone so the plant can reproduce. Pine trees like this one and other conifers are gymnosperms because they reproduce in this manner rather than forming seeds.
I made a little mistake in my explanation. I meant to say that gymnosperms reproduce using seeds that are not inside an ovary, but I mistakenly said that they reproduce without using seeds. What I originally said is, of course, incorrect. Please excuse this mistake and accept this as a correction.
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