“I need energy” translates into one of two things: “I need to eat” (actual calories, energy in the physics sense), and “I need to sleep” (brain needs to do some house cleaning). As you say, caffeine has no calories to speak of, and does nothing for your “I need to eat” energy. What it actually does is allow you to ignore the “I need to sleep” signals your brain/body is generating.
Basically, some parts of your brain can produce [GABA](https://en.wikipedia.org/wiki/%CE%93-Aminobutyric_acid), which is sort of the “slow down” chemical of the brain. Caffeine acts by stopping the rest of the brain from receiving that GABA, so they never get the message to slow down.
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