The device comprises an outer tubular structure (21) having a closed terminal end, and an inner tubular structure (23) positioned in the outer tubular structure (21) and having a side wall with a terminal end and defining an inner volume. A first gap for circulation of a coolant is formed between the outer tubular structure and the inner tubular structure. A light guide (27) is housed in the inner volume of the inner tubular structure (23). The light guide comprises an optical fiber (28) and a diffuser (30) optically coupled to a distal end of the optical fiber. The diffuser is at least partially made of a material diffusing to the electromagnetic radiation conveyed by the light guide, and has a curved shape.