I understand that combining deuterium and tritium will form helium and a neutron. There are three methods to do this (1) tokamak (2) lasers and (3) cold fusion. I would like to know after helium is formed. How is that energy extracted from tokamak and stored?
If you search the ITER site, ITER being the international prototype fusion reactor which will demonstrated the possibility of getting megawat useful energy from fusion, one sees that their main aim is to demonstrate this feasibility:
The main carrier of energy out of the plasma is the neutron, and methods to efficiently use this energy have not been developed yet, but wait for the commercial prototype.
The helium nucleus carries an electric charge which will respond to the magnetic fields of the tokamak and remain confined within the plasma. However, some 80 percent of the energy produced is carried away from the plasma by the neutron which has no electrical charge and is therefore unaffected by magnetic fields. The neutrons will be absorbed by the surrounding walls of the tokamak, transferring their energy to the walls as heat.
In ITER, this heat will be dispersed through cooling towers. In the subsequent fusion plant prototype DEMO and in future industrial fusion installations, the heat will be used to produce steam and—by way of turbines and alternators—electricity.
They have developed methods for cooling the system and dissipating the energy to the environment.
Another, non mainstream thought is the use of Helium-3 instead Helium-2 of as a fuel:
3He + 3He → 2 1H + 4He + 12.9MeV
2H + 3He → 1H + 4He + 18.4MeV
Here the reaction products are all charged, which means that they could work directly on an electrostatic field, thus transferring their kinetic energy directly to a current. Depending on the reactor's design, there would also be bremstrahlung from the decelerating charges - this could be absorbed by water and maybe used as heat in co-generation.
The main technological point of these reactions is that there are no neutrons. There is some concern that conventional fusion may be "dirty", even as dirty as current fission power, because the reactor case will need to be replaced often owing to the huge damage it sustains from absorbing so many neutrons (indeed, as discussed in Anna V's answer, the neutron is the main carrier of kinetic energy, so it would be the case that would be directly converting this kinetic energy to the useable heat). These neutrons cause transmutations in the case, which means that there could be substantial radioactive waste problem.
There is active fusion research underway into the idea of helium-3 fusion. Indeed I understand that Harrison Schmidt is even seeking investment for moon mining operations to win helium-3 as a "clean" fuel. Clearly, once commericial interests and the need to convince investors are afoot, one has to look at touted "advantages" of this approach with due skepticism, especially when touted by a conflicted party, even when they do show up at "physics" conferences to spruik their idea! Nonetheless, I find this interesting as it does show that mainstream fusion would not be without its waste problems.
The basic idea in all three cases is that the energy becomes heat, and is extracted using turbines, just like in a fossil fuel burning power station. On a microscopic level the energy is released in the form of kinetic energy of the helium nucleus and the neutrons that are given off. These then collide with other particles, so that this kinetic energy rapidly becomes heat.
As others mentioned it depends on what the product is of the reaction. It's hard enough to get deuterium-tritium reactions to happen efficiently, but if we get the science down it usually gets more efficient as we scale up. If we can get p + B11 -> 3 He4 to work it yields 3 highly energetic He4 ions (alpha particles), which have a +2 eV charge and here is where I am fuzzy:
They have high energy, but are also highly affected by charge, so if the fuel was electrostatically confined, a bit of the potential energy will be given up as it climbs out of the well. Assuming it does escape with most of it's energy still, they easily interact, so by using a funnel that decelerates those alpha particles and induces current, it can directly capture this energy as electrical current, without steam turbines. That said isolating them from the fuel could be tricky.
I mean you can still do the steam turbines but p 11B is aneutronic, so the neutrons are less than 1% of the energy produced.