The device comprises: —;an outer tubular structure (21) having a closed terminal end; —;an inner tubular structure (23), positioned in the outer tubular structure, having a terminal end and defining an inner volume, configured to receive a light guide. A first coolant circulation gap (25) is formed between the outer tubular structure and the inner tubular structure. Between the outer tubular structure (21) and the inner tubular structure (23) a first spacer (33) is located, which develops helically around the longitudinal axis (A-A) of the outer tubular structure (21).