Generally, in CA, you don't have to do anything. You automatically transition to EUC, but they do make mistakes, and for anyone in another state, not all states even attempt the automatic transition. Plenty of other states say nothing about the extensions and hope you just don't file.
From the CA website: "Once the federal extension is filed, a notice and/or claim forms will be sent to eligible claimants. If you do not receive a claim form in the mail from EDD after 10 days from the date you received your last check, you will need to contact EDD regarding your UI claim. A very small percentage of claims may not have been filed automatically and therefore, if you have not received any type of correspondence from EDD regarding the new extension, you may need to file a claim. You may apply online at EDD’s Web site, www.edd.ca.gov, or contact EDD by telephone. The EDD anticipates high call volumes so you are encouraged to apply online. Filing online is the fastest way to file your claim."
You'll know you're at the end of your state claim and ready to transition to EUC because of CA's two-week filing process. Because of the one-week waiting period and the normal 26-weeks of benefits, your last claim form will have the first week available for filling in the questions, but the second week will be XXXXX'd out. Send in the claim/or file online/or use telecert after the time period represented by the first week. You do not want to wait until after the date for the XXXXXX'd out second week, or you'll get shorted a week that you would have been eligible to claim. The whole extensions/EUC system is driven by your exhausting (hitting zero) for your available balance. The sooner you hit zero there is less likelihood that you're benefits will be delayed or have any skipped weeks. Put your claim form in the mail on Saturday or file on Sunday if using telecert or webcert assuring that you'll be in the EUC program before your next filing date.

