evening primrose oil capsules UPDATED

Erin
Today at my appointment, my midwife gave me the clear to start using the EPO capsules. She said I could take them by mouth and insert them vaginally at night. She mentioned removing the capsules in the morning though. I hadn't seen anyone else mention this, and it made me nervous. I figured they just dissolved. Has anyone else been told to remove them in the mornings? 
UPDATED: How do you remove them?? 
TIA!