energy is not a thing by itself it is a quantitative property of diffrent phenomena where the sum of it is constant. So you can release energy in general, and you can realize it in a specific way.
So to say you release energy does not really make sense, you need to specify what type of energy. If you relate the energy as radio waves it is quit possible that just travels through the wall and it do not stay in the room.
If you lift up a book from the foot to a shelf you add gravitational potential energy to it. Noting will happen with that energy if the shelf is stable and the book remains there.
If you go into a room that is colder than you you transfer thermal energy from your body heat to it which heat it up. If we assume the room is perfectly insulated so as not to heat transfer out if it is possible the temperature will just remain the same. In reality, there is no perfect insulation so the room with change heat with is surrounding, If it is cooler around it thermal energy will leak out. If it is warmer around it the room will heat up.
So the answer to the question depends on how you put energy into the room.
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