If you have already harvested them and don't plan on eating them fresh, then you should dehydrate them. If they are still on the substrate, it's okay to harvest the fruits individually. It's important to dry them as immediately as possible in order to preserve the psilocin.

Edit: I just saw your picture. The fruit in the back is ready for harvest, as its veil has broken. The rest are still not quite mature. When you do decide to harvest any of the fruits, make sure to use a flame sterilized scalpel/blade and cut as close to the substrate as possible.