The device comprises: —an outer tubular structure (21) having a closed terminal end; —an inner tubular structure (23), positioned in the outer tubular structure, and having a side wall with a terminal end and defining an inner volume, configured to receive a light guide (27); in which between the outer tubular structure (21) and the inner tubular structure (23) a first gap (25) for circulation of a coolant is formed; At least a portion of the external tubular structure (21) or the internal tubular structure (23) is diffusing to an electromagnetic radiation propagating in the light guide (27).