Hi @nikv
The flowers of Anacampseros rufescens are self-fertile, so the seeds you have should germinate just fine if they were pollinated. Once you have planted the seeds, keep them moist until they have germinated.
This is a succulent that does well under very dry conditions, so I think I would follow these general directions for starting cactus seeds. In your case, though, since you're starting only one kind of seed, it would be alright just to plant them in pots.
You can expect the seeds to germinate within 2 to 3 weeks. Keep the seeds at 70º F. after you plant them. I don't know where you're located (some parts of the country are very warm already, while it's still a bit chilly where I live), so keeping them warm may require placing the pots on a heating pad set on low.