I would choose the tallest of your plants to start with. Mark one single stem that is the biggest, or healthiest or the one with the most leaves, using maybe a piece of tape or some sort of tag. Be aware that sometimes there are 2 or 3 plants in a pot to make them look full, so if this is the case, you need to separate them if you can.
Cut off one of the other stems near the ground. Keep the plant growing well, give it as much direct sun and warmth as you can (they are native to Mexico, so like it sunny, hot and dry) and about every month or two, cut off another stem until the big one you marked is the only one left.
Once the weather is warm in spring, put it outside to grow for the summer. At that time it's probably a good idea to pot it up, a heavy clay pot would be good. Also stake the single stem so it won't whip around until it gets strong enough to withstand wind and weather. They can take lots of heat and sun, and do fine with abundant water as long as the pot drains well. They grow well here in Florida, and we get heavy rain on a daily basis, sometimes for weeks on end.
Bring it indoors when the nights start to drop below 50deg. or so.
Please post some pictures so we can see how you're doing with this? We love pictures!