This is known as the "first wall" problem of fusion: what do you wrap a fusion reactor with (the first wall), so as to capture the neutron energy without being destroyed by the intense neutron flux?
More specifically, the objective of the first wall is to rattle the neutron flux around so as to "thermalize" the neutrons (transfer their kinetic energy into lattice vibrations which show up as heat, which then can be carried off by some heat transfer medium to boil water into steam, etc.) without being ruined (from a materials science standpoint) by damage from the neutrons. Doing so is essential from an energy balance standpoint to make the fusion reaction products all "pay their way" towards breakeven by harvesting their kinetic energy before they zoom right out of the reactor volume and escape.
This remains as an unsolved problem in fusion technology. For example, superalloy metals get their constituent atoms knocked out of their lattice positions from neutron impacts, which interferes with ductility mechanisms (rendering the metal incapable of exhibiting resistance to thermal and mechanical shock). In addition, neutron capture leads to transmutation of the alloy constituents into new elements which lack high-temperature corrosion resistance while also generating hydrogen atoms within the lattice which lead to swelling and embrittlement.
This is an extremely difficult business!