Depends on the reaction. Most efforts are around deuterium-tritium fusion (that's the pair that's easiest to make fuse), which emits most of its energy as high-energy neutrons. So for these, yes, like the peer comment said, the neutrons are hitting something that heats up (that's the "blanket," which might be made of molten salt or metal), and then you can get the heat out of that with a heat exchanger. The company described in this article is aiming for D-T fusion.

There are other reactions one can pursue that produce charged particles instead of neutrons. With these reactions, there are alternative energy conversion pathways that turn the kinetic energy of these charged particles directly into voltage, and you can skip the turbine. Of the fusion startups, Helion is probably the most prominent pursuing this kind of approach, with a D-He3 reaction. See https://en.wikipedia.org/wiki/Direct_energy_conversion for more info on this general approach.