How do I capture energy/ power/ electricity from Cold Fusion between Hydrogen and Palladium?

Energy from most fusion reactions
http://en.wikipedia.org/wiki/Nuclear_fusion
comes mostly in the form of heat and fast neutrons, and the energy in those fast neutrons is readily converted to heat just by bouncing those neutrons off other material in the reactor. 

This process of slowing down the fast neutrons is often called "moderation", and the material that does it called, you guessed it, a "moderator".
http://en.wikipedia.org/wiki/Neutron_moderator


Also be warned: those neutrons can "activate"; i.e. make radioactive
http://en.wikipedia.org/wiki/Neutron_activation
other materials in, and around, your reactor. So that's something to watch out for.

Anyway, regarding the question of how you get the reaction energy out, the answer is basically that this energy becomes available as heat. 
http://en.wikipedia.org/wiki/Heat
If you've got enough of it, you can use the usual trick of boiling water to steam to turn turbines.
http://en.wikipedia.org/wiki/Thermal_power_station
 

Otherwise you can use it to maybe just heat water.  That might seem mundane, but hot water is actually very useful.  You can use it  for taking showers, washing clothes, and making hot beverages like tea and hot chocolate.

With the water in which the palladium "electrode" is immersed. Good luck with that.

With a perpetual motion machine.

Nobody I know of has reproduced  the experimental data,
Not even the Russians,
maybe you will !

A

IF you can, then it would materialise as excess heat in the reactor water.....