What a heat pump does is move heat from outside your house to inside your house (hence the name). You can do this for free if the outside of the house is warmer

What a heat pump does is move heat from outside your house to inside your house (hence the name). You can do this for free if the outside of the house is warmer than the inside (just have a thermal conducter). If the outside is colder though, it costs energy to move the energy - you're pushing the heat "up" the temperature gradient. [Of course, this is a heat pump used in the 'heating your house' use case - heat pumps are more general. Fridges and air conditioners are also heat pumps that use energy to move heat from a cold place (fridge/room) and release it in a warmer place (the outside)]