Ever held your hand to the back of a refrigerator? It's warm, warmer than the air in the room.
A refrigerator doesn't create coldness, it moves heat around. To be precise, it takes heat from the inside of the refrigerator and pumps it out the back, thereby making the inside of the refrigerator colder. But it dumps this heat into the room, along with some extra heat generated by the working of the refrigerator machinery itself - and the net effect is to increase the total amount of heat in the room.
This is why household air conditioning systems, which are basically refrigerators used to cool the inside of a house, have to have an outside unit - they need to be able to dump the waste heat outside the house to do any good.