Turbochargers are the practical implementation of this idea.
A turbocharger uses the exhaust gases to spin the turbine which then forces more air into your car's engine and increases the engine's power.'
According to the law of thermodynamics; 'energy can neither be created nor destroyed, only altered in form
In the case of planes, already, most of the energy from the fuel is converted into useful mechanical energy used to fly it. The idea is to get the maximum energy in the desirable form, i.e. electrical or mechanical energy. So, essentially, one might think of the turbocharger as the wind turbine installed on the vehicle itself.
Specifically in cars with turbochargers, it uses the exhaust as well as the car's air intake as well to increase its power.