You didn't mention what is your plan for immigrating.
If you want to immigrate without leaving the US, you guys should have filed I-130 and I-485 together. If you didn't file I-485, you can file it now with the I-130 receipt. Filing the I-485 should generally allow you to stay (although it's somewhat tricky when you're on VWP as you cannot challenge a removal). Filing the I-130 petition by itself doesn't give you any ability to stay.
If instead you want to leave and go through consular processing at the US consulate abroad for an immigrant visa, then you wouldn't do anything now and leave and wait to be contacted after the I-130 is approved.