Where does the energy come from?

If it is an electromagnet, the energy comes from the electricity that you had to pass through it to make it work. If it is a natural magnet, the energy came from heat and other magnetic sources present in the environment that arranged the magnetic domains inside the material when it was geologically formed; these magnetic domains arranged at the expense of heat and loss of other magnetic domains. The same energy that made mountains on this planet (the highest points have a larger potential energy than the lower ones) produced your natural magnet.

By the way, natural magnets lose a bit of magnetization after they have done work moving something.

So, no violation of energy conservation here.

The real energy comes from the sun, which is solar (light) or heat energy. Through this, we are able to produce different kinds of energy and this allows machines and even living things move and are able to do things. ( explanation not much elaborated)

We use a lot of stored energy without really thinking where it comes from. We get food from the supermarket, petrol from the service station, and electricity through power lines. But where does the energy in these things come from in the first place? Green Plants store the energy of sunlight and chemical energy (Food), using a process called photosynthesis. Animals which eat these plants use most of the energy of their body activities and store the rest. So animals which eat plants and other animals are using stored energy that came originally from the sun. Most of our electricity comes from power stations which burn coal to produce steam. This steam is then used to turn turbo generators which produce the electricity. The petrol we use in our cars is produced by the distillation of crude oil. We use natural gas for heating. Coal, Oil, and natural gases are called fossil fuels because they were formed from plant and animal remains.