The only one on that list that DOESN'T involve conservation of energy is your friend's cockamamie idea.
-- A light bulb constantly changes electrical energy into light energy. The heat energy and light energy coming out of the bulb add up to exactly the amount of electrical energy that it consumes. Energy is conserved.
-- A plant collects sunlight to form glucose, storing the energy as potential energy. The plant stores CHEMICAL energy in the glucose ... the same amount as the energy it absorbed from the sunlight. Energy is conserved.
-- A car uses its breaks to stop suddenly, causing the tires to heat up. The car's brakes (sp!) convert some of the car's kinetic energy ... slowing or stopping the car ... into that same amount of heat energy. Energy is conserved.
-- Your friend proposes an idea for a fan that doesn't require electricity or a fuel source. Well first of all, the heat that your friend's brain produced in the process of THINKING up the idea WAS the same as the amount of chemical energy from the food he ate that he used to operate his brain. Energy is conserved in THAT part of the process.
And that's why his idea will never work. He's telling you that his fan will turn itself (kinetic energy) and move some air (more kinetic energy), but you won't have to put any energy INTO it. So he claims that new energy, that never existed before, will be created inside the fan, and if you run the fan inside a closed, insulated room, the amount of energy inside the room will increase.
IF there was any way that this could work, your friend could just run his fan all day, SELL the energy that it manufactured, and be the most fabulously wealthy individual who ever lived.
It's never gonna happen. His idea can't work, because energy is not conserved in it.