We move heat to another location.
A refrigerator is a heat pump. There is a compressor that compresses the coolant. If you compress a gas the temperature increase. If you use a bicycle pump you will notice the nozzle gets warm.
The next step is to let the coolant run through a heat exchange with the environment. The environment is usually air. Passively or with air blown by a fan the coolant that is warmer than the air transfer heat to it. The air get warmer and the coolant cooler. A preferred heat exchange will result in both at the same temperature.
The next step is to let the coolant to a nozzle where it can expand in volume. A gas gets colder when it expands. That is why the nozzle of a spray can get cold.
The lower-pressure gas it no let through another heat exchange, It will be inside the refrigerator. The gas will be heated by stuff in the refrigerator. The coolant get warmer, and what is in the refrigerator get coolant. If the heat exchange was perfect both end up at the same temperature.
The next step is back to the compressor again.
So we could stuff down by moving heat. The energy the compressor us will become heat too. So more energy is radiated out to the air then was removed from the inside of the refrigerator. So there is a total increase in thermal energy even if we cool stuff.
So you can’t just cool something without heating up anything else too. That is the case if you do that with an external energy source, You can have a total decrease in temperature if you change the phase of something. You then have a change of energy from thermal to chemical potential energy. It will be limited by the amount of material you have available. Evaporating water is likely the most common example of this.
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