From what I have learnt so far the simplest Turing machine consists of an input tape, an output header which can move both ways, some internal states and a transition function. Since algorithms and Turing machines are one and the same, then where does the data structure manifest itself in the Turing machine setup (I keep hearing the argument without understanding it well that a suitable data-structure will make algorithm-aka Turing machine more efficient).
My guess is that data structure (to borrow a term from physics) is a macroscopic property and hence doesn't manifest itself at turing machine level. Rather when we build complex computation machine from many simple Turing machines, different type of arrangement/setup leads to a different type of data structure.