What I do is to put it into a starter vessel and treat it just like any other starter. Leaving it open can allow for other, less desirable things. Then again, you may get more desirable things so it sort of is a crapshoot. But, once I capture something, I try to keep it "clean."
Once you put it into your starter vessel, you can step up enough for a batch, decant and pitch it just like any other starter. I've currently got one that's a beast taking a beer all the way to 1.000 so you may want to check the terminal gravity of your starter beer to kind of anticipate what you will be getting.
And if you're not going to be brewing for a while, you can always put it into the fridge for a few weeks then bring it out and make a starter out of it as you would with any other yeast.
The only differences I am finding from wild yeast and non-wild yeast, other than knowing what to expect from the final product, is that wild yeasts aren't necessarily a single strain and may well be multiple types (lager and ale yeasts) as well as have other micro-organisms in the mix, as well. Their overall treatment should be relatively the same.