There are many methods used to cool the transformer. This article helps you to understand the various cooling methods followed in the transformer.
Buchholz relay is a type of protection relay universally used on all oil immersed transformers having rating more than 500 kVA. From this article its principle and working can be understood.
Electrical fuse is a simple, less resistive, self sacrificial and cheapest device used to interrupt a circuit under short circuit, excessive overload or over current conditions.