The First Law of Thermodynamics

In thermodynamics, Work ($W$) usually involves a change in volume. When a gas expands, it pushes against its surroundings—it is doing work, which 'costs' energy and lowers the internal energy. Conversely, when you compress a gas (like in that bicycle pump), you are doing work on the system. This adds energy to the gas particles, making them move faster and increasing the temperature. This is why compression leads to heating. If no heat enters or leaves the system ($Q = 0$), we call this an adiabatic process. In this case, any work you do goes 100% into increasing the internal energy.

Every thermal system we use relies on these transformations. In a steam engine, heat from burning coal ($Q$) increases the internal energy of water until it turns to steam. That high-energy steam then does work ($W$) by pushing a piston to move a train. The First Law ensures that the energy used to move the train plus any leftover heat equals the energy we started with in the coal. We can never get more work out than the energy we put in; in fact, because of friction and heat loss, we always get a bit less 'useful' work than we might hope for, but the total energy remains constant.