My plant gave me flowers. For the first time I see seeds coming. What do I do with it ?

YAY! I have no idea.

I would "Suggest a Change" to the Cactus and Succulent Forum (bold blue just below this text box).

Welcome to the site!

Moving your question to the Cactus and Succulent Forum.

I do not have any experience with this plant, but I'm guessing it works like others in the family. The fruit should break open when ripe to release the seeds, which probably have small hairy parachutes to help them travel in the wind. So basically monitor the situation until the fruit breaks open, then collect the seeds before too much time has elapsed and they have traveled away.

It will be an experience to see it. I have this plant for more than 10 years.

It looks quite happy in that location.

congratulations and to the forum!

with Baja once it breaks open the seeds will have some little parachute (hairy fuzz). Your plant looks similar to a starfish cactus and @Ursula and @Kaktus have them.

There are many Stapeliads with that habit, seeing a bloom would help nailing down species. It does look a lot like Edithcolea grandis, but I wouldn't write that down.
Your ripe seed pod will look like this, ready to harvest.

You can seed them out as one might with any Succulent seeds.

Thank you Ursula. It is still closed. I wonder how long it takes to show me the seeds.