There is a separate engineering problem about how to keep the plasma vessel from warming the magnets (which need be near absolute zero). In the Wendelstein this works by putting most of the device inside a vacuum, to provide better thermal isolation. So the full system is a vacuum chamber which contains the magnets which wrap around the plasma vessel which wraps around the plasma.
There is an article about the cooling system here: https://www.ipp.mpg.de/ippcms/eng/presse/pi/02_10_pi
None, because we haven't achieved G > 1 yet. :)
Per https://physics.stackexchange.com/questions/70209/how-is-ene..., hydrogen fusion produces helium and neutrons; neutrons are unaffected by magnetic fields, so they escape confinement and impact the reactor walls, heating them. The heat is simply vented in current test rigs, but in a working model it can be used to produce steam to power generators. That's specifically for tokamaks, but I would guess the process is similar for stellarators.
But first, designs would have to be able to keep the containment pressure/temperature much higher than it currently is.
https://en.wikipedia.org/wiki/Aneutronic_fusion#Energy_captu...
A Shame these guys are the least funded contender in this race and could do their research on a rounding error from ITAR.
One way to convert the heat from radioactive decay into electricity is through thermocouples (typically found in RTGs used on deep space probes and Mars exploration craft). They're incredibly inefficient though, less efficient than simply turning steam turbines.