What formalities do I have to follow for my F-1 visa if I have just received an I-526 approval?

You should file for adjustment of status in the U.S. as soon as possible.

Congratulations! Unless there is a specific reason that you want to maintain your F-1 student status, there is really no reason to delay filing for your next step in completing your permanent residence processing (ie., I-485, et al). Also, by filing for the adjustment of status in the U.S. (instead of consular processing for your immigrant visa) you can also file for a work permit, and advance parole which will give you the options to travel and work in the U.S. If you opt for consular processing, you will also need to travel abroad to have your medicals done abroad.

If you are in the U.S., you should file the I-485 quickly so that you could get your green card. These days, I-485 applications are taking shorter time than consulate processing.

You have the option to adjust status in the U.S. by filing form I-485, or you can choose to immigrant visa process abroad at the U.S. embassy or consulate in your home country. You must wait for the USCIS to send your case to the National Visa Center (if you made that election on form I-526) and then the NVC will contact you to pay the immigrant visa fees and gather your immigration documents.

If you do not mind leaving the U.S. for the consulate interview, you could wait, but if you are in the U.S. (and stated as such on your I-526), it may be easier to adjust in the U.S. Retaining immigration counsel can help you plan for immigration process to meet your goals.

If you are currently in student status, you should file for adjustment of status. The application does not prevent you from continuing school and allows you to travel internationally once you were granted advance parole. In the alternative, you can apply for an immigrant visa through NVC/Consulate and would have to leave the U.S. for a final interview. If you leave the U.S. and seek to return as a student before the immigrant visa is issued, you may have a problem returning on the student visa because you exhibited the intent to immigrate.

You should immediately file for adjustment of status. Even though your EB-5 petition was approved you must maintain your F1 status until your file for adjustment of status or depart the U.S. for your immigrant visa. If you fail to do so, you can lose your right to obtain your conditional permanent resident status. Should the priority date for your I-526 regress, you lose your ability to either file for adjustment of status or an immigrant visa. Additionally, failing to comply with your F1 status, working with authorization, or any violation of non-immigrant status could disqualify you.

If you are maintaining F-1 student status you may apply for adjustment in the U.S. In the alternative, you may pursue conditional permanent residency through the U.S. Consulate outside the U.S.

It is really up to you whether to go through consular processing or apply for adjustment in the United States. I wouldn''t wait too long with either option, as there may be a visa numbers backlog in the coming months.