Brocolli flowering, any help on what I do?

My brocolli is flowering first time I've grown it, do I leave it or cut the flower away as I haven't had any fruit from thr plant?

Sounds like you might have missed the moment there. If you cut the main flower stalk out you might get some smaller heads grow around where it was.

if so, cut these when they are still in tight bud, with a little bit of stalk attached. This is a floret you eat 

Definitely gone too far. The flower buds have opened. It should have been harvested before this.

do I cut the flowers away and wait, loads of small florets are apearing around, guess these are to be cut earlier.

Yes