like if a refrigerator powered itself by absorbing the heat from the items in it
That's called a perpetual motion machine. It's not how heat engines work.
Heat engines work by utilizing differences of temperature to create some type of pressure, then using that pressure to cause mechanical work. The heat can be generated in various ways, but it has to be externally-generated. Otherwise, each time you use the energy, the effect diminishes and pretty soon you have nothing left. For example, you can get heat from the sun (a solar heater), magma (geothermal), chemicals (like gasoline), by generating electricity with a wind farm, etc.
Here's a page with numerous examples of practical heat engines that use fossil fuels, coal, etc. to produce mechanical work from heat. This page gives a decent primer on the theory behind heat engines with the so-called Carnot cycle. It has a lot of calculus, but if you're not familiar with calculus you can skim through the math to read the bold and italic parts for the cliff notes.
Your creature could potentially live in the relatively cold ground, and stick pods up into the air to absorb heat from the sun, then somehow utilize that temperature difference to produce energy like a Sterling engine. In the winter, the air would be colder than the ground, so it would have to be able to work in both directions (effectively, it's using geothermal heat from the ground to warm up something in the cold air to do work).
The only way I could imagine a mobile creature using a heat engine as a primary power source is if it's quite large and capable of transferring hot or cold fluids between opposite environments. You could look up various solar heating options to get ideas. This U.S. Department of Energy site has some more information, but most of those systems also use solar panels (kind of a synthetic photosynthesis) to back it up. Plus they use the heat for the simple purpose of heating the house, not actually, e.g., powering appliances.
Here is another page from the same site giving some information on a geothermal power plant in Nevada. Note that they had to dig 10,000 feet into the crust and it's a stationary affair, but you could potentially do something similar if your creatures live near a semi-active volcano or similar.
Another method would be to have a symbiotic system, where the mobile creature feeds off some type of plant-like organism that uses solar or geothermal power in some way.
What you're really not going to have is a creature who can magically make everything around it cold. The heat has to go somewhere. Generally, it only goes from hot to cold, so the only way to make the ground around you cold is if you are cold. You can cheat it a little using something like refrigeration, but A) you still have to vent all that heat somewhere (your kitchen refrigerator has radiators on the back that make your house hotter while your food gets colder -- the creature could freeze a lake, but it would have to boil something else to do it), and B) you still need some external source of energy to run the compressor to make the process work (this is what was meant by "it takes energy to cause refrigeration" -- you don't gain energy by absorbing heat; you lose energy by creating excess heat to temporarily move some heat from a cold place to a hot place). Here is a basic run-down of how refrigeration works.
This heat may be taken in the form of IR energy.
IR energy is just light. Using light to power something is just photosynthesis, like lots of plants on Earth use. The specific wavelength isn't really relevant (although it would necessarily change the chemistry involved a bit). Also, the reason plants absorb visible light is also the reason we see visible light; it's the most intense part of the light spectrum due to the temperature of our sun. Absorbing just IR light isn't as efficient unless your star is much colder than ours, at which point it probably isn't a star any more.
Technically, you can heat something up using IR radiation and use that for a heat engine, but it's kind of silly to ignore the vastly more energetic visible radiation that takes more effort to block than to absorb.