The Wendelstein 7-X is already water-cooled --- it has too be, or it would melt. (It has a 10 MW heating system to create a hot plasma like what would be in a fusion reactor, and then the cooling system has to remove 10MW of heat). So I think you could hook that up to a turbine already.

However, it is too small to break even. A smaller device will loose plasma faster (bigger surface area/volume), so too make it produce enough energy it needs to be big. See this picture of the planned ITER, note the human figure for scale:

https://www.iter.org//doc/www/content/com/Lists/Stories/Atta...

If you're burning fuels that result in charged particles, you can use direct energy conversion:

https://en.wikipedia.org/wiki/Direct_energy_conversion