Cactus flowers usually only last a very short time. During that time it is important for the flower to be pollinated if a fruit and seeds are to develop. It's possible to leave the pollination process to luck or to nature and hope that an insect does the job during the brief time that the flower is open. However, if you really want to insure that your cactus flower has been pollinated, then it is best to take matters into your own hands--literally.
Identify the stamen and the stigma inside the bloom of your cactus. The stamen is the long stalk on top of which you will find the dust-like pollen. The stigma is the (usually) shorter stem on which the plant's ovaries are located. These are usually round and somewhat sticky.
Dip a fine-pointed eye makeup brush into a small dish of rubbing alcohol to sterilize it. Allow the alcohol to evaporate completely.
Touch the brush to the stamen of one of your cactus flowers. The top of the stamen will be covered with a very fine powder (pollen). Rub the brush carefully all over the stamen until there is a good coating of pollen on the brush.
Gently rub the brush on the stigma of a flower on the other cactus (of the same cactus species) until the round sticky tip of the stigma is covered with the pollen grains that you removed from the other cactus. On some cactus species you will need to open up the stigma (very gently) with a plastic toothpick before you can rub the pollen on it.