Can unpollinated squash form tiny fruit that never mature?

[JerryHaskins]

Well, this morning I went to the garden to manually pollinate some female squash blossoms.

See attached female squash blossoms.

Note the 3 little segments.

Question: Where do I rub the Q-tip coated with pollen from a male blossom?

Does it go in the middle or around the outside edges of the 3 little segments?

Or, am I too late after the female blossom opens up the 3 little segments?