Not just focused light. I mean whenever light come from sideway or any angle. What device it called to refract light from any angle to one angle
There's no way; it can't be done.
The reason we can be so sure about this is that if this device existed, you could use it to make a perpetual motion machine. Imagine that you have an adiabatic chamber (one that doesn't let any heat in or out), and you place a hot object into the chamber. This object will give off thermal radiation until the adiabatic box is filled with radiation at the same temperature as the object. This radiation will be the same in all directions, as it's made of photons bouncing around the box and being emitted and absorbed at random. At this point the system is in equilibrium - you shouldn't be able to extract any work from it.
But if you now put your device into the box, it will take in the radiation (i.e. light) from all angles and concentrate it in one direction. This means that one part of the box will get hotter than the rest, since it's now absorbing more photons. And since you have a hotter and a colder region, you can put a heat engine into the box as well, and extract work. Once you've used this work it will turn back into heat, and if this also takes place inside the box then this heat can be turned back into work again, and the system can run forever.
But since we know perpetual motion machines are impossible, we know that this situation must be impossible, and that tells us your device can't exist. The second law of thermodynamics puts some quite strong constraints on what you can do with optics, and this is one of them.
What you probably looking for is a tube lens, or infinity-corrected tube lens. It takes all light from a point source that fit into lens aperture, and transforms it into parallel bundle of rays.