The inner surface of the Wendelstein plasma vessel is water-cooled (it has to be, or it would eventually melt), so in the future you could drive a generator from the cooling system.

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