Guys, if a girl tells you that she’s interested in you, how long do you wait to ask her out if you’re interested?

The context is from a cold approach I did to a guy that I thought had been interested in me months prior when he tried to approach me but I was so nervous I left the gym. However, when I alluded to the fact that I was flirting with him two weeks ago I think I caught him off guard. This was at the gym and so maybe that’s why. I didn’t receive the reaction I thought would happen and so I took it as a rejection. Due to this I avoided going to the gym for two weeks because I didn’t want to possibly run into him or cry. However, yesterday my trainer says that upon me walking in he saw the guy point me out to one of his friends. I’m not sure why he’d do this since I felt he rejected me two weeks ago.