A stove works by simply converting some other form of energy (electricity or chemical energy) into heat. This heat is then available for cooking or heating. The stove is really a very simple device, because it allows heat to flow where it wants to go: from something hotter (the stove) to something cooler (the room).

A refrigerator, on the other hand, is a bit more complicated. I won't go into the details of how it does it, but a refrigerator removes heat from a cool place and dumps it in a warm place. Every refrigerator has heating coils in the back, which are heated by the energy removed from its insides; this heat is then "dumped" into the room, outside the refrigerator.

Air conditioners work exactly like refrigerators; the only difference is that they dump their heat outside the house. So you can cool a room with a "refrigerator"! People do it all the time.

Incidentally, if you ran a refrigerator with the door open in a perfectly sealed room, the room would get warmer. This is because the process of moving heat around produces more (waste) heat than it absorbs. For more, read up on the Second Law of Thermodynamics in your science text, or ask your teacher.