First leave it open to the air to form a callous on the cut end (could take several months). Then put sand in a large pot and make a hole (depression) in the sand and prop the cactus up in the hole without covering it. Leave it that way for several weeks, then gradually, as roots start to grow, fill in the hole with sand mixed with humus soil (about half and half) gradually over time. If you just plant it directly after cutting, it will probably rot.
I have had some success with cactus branches just lying on their side after breaking off or sagging to the earth and growing roots from the place they touch the ground, but the really big ones need to be hardened off to form a callous.