There are a couple of different plants called Coral Cactus, but, without the advantage of a photo, I'll guess that you've probably purchased the unusual-looking Euphorbia Lactea Crest
, grafted onto a rootstock of Euphobia neriifolia
isn't a true cactus, but the care is much the same: average indoor temperatures, full to partial sunlight, don't water until the soil is dry, water even less in the winter. Since you have just brought yours home, I wouldn't put it in direct sunlight without acclimating it first. It would probably sunburn it.
All parts of the plant are poisonous, and the sap can cause skin irritation.
BTW, the crest formation is natural in this species, but the crests don't occur so frequently in the wild. Special cultivation techniques are used to force them to form crests. These plants are usually mass produced in Thailand and China, much like the "Moon Cacti".
"Isn't it enough to see that a garden is beautiful without having to believe that there are fairies at the bottom of it too?" - Douglas Adams