Canada

Basically it doesn't produce heat by converting energy into heat, rather, it uses energy to move heat from one place to another. Hence the name heat pump - it literally just pumps heat around. The place where it gets the heat in this case is the outside. While it's usually colder than inside at the times when you'd want to use a heat pump for heating, it's still way more than absolute zero - the freezing point of water is 273 Kelvin, after all. This means there's always some amount of heat that you can 'steal' from the outside and pump indoors.

You may infer that this means that the heat pump is going to be pumping colder air outside, and you'd be correct in that inference. What's even more interesting is the realization that you can harness that property by running the heat pump 'in reverse' to cool a space - which is exactly what an air conditioner does. It's merely a heat pump that pumps the heat out of a space.

Here's a Technology Connections video explaining the concept even better than I could: https://www.youtube.com/watch?v=7J52mDjZzto