One clarifying point I'd like to make:
Some of those "Free Energy" concepts have most of the time one thing in common. They generate a voltage out of nothing. You can do that. You can build some kind of weird circuit which will give you a voltage out of 'nothing'... air... radiation... whatever...
Let's assume you get 5V out of 'nothing'. You can measure that voltage... as soon as you do you'll probably see it drop a little tho. 4.9V left... still nice for a voltage out of 'nothing', right?
Now, a voltage alone doesn't do anything. Voltage is just some weird tension between 2 different electric loads. How do we actually use that voltage now?
I know! We can try to power something with it! Glorious idea... *pads his own shoulder* Let's do that and see what happens...
Hmm... what could we power with it?
Maybe we could charge our mobile phone? Gonna be slow but maybe we'll get somewhere. So, we connect our mobile to our circuitry.
Oh noes... for some reason our voltage is gone D:
The moment we connected our mobile to the circuit, the voltage dropped down to 0V! What happened?!
The thing is that creating the mentioned 'tension' between 2 electric loads is easy. But the unit, the way we measure energy, consists of 2 values. Voltage is the actually weaker of the 2 we need for power. The electric current is the bad boy motherfucker in this equation. That is the core of power.
Voltage describes the 'tension' between electric loads which are separated from each other by 'distance'.
Electric current describes the directed flow of electrons to equalize the separating distance we created before.
By common sense it's already obvious that a voltage is easier to obtain than a current, right? Rub a balloon on a woolen pullover and you create several hundred, even thousand volts. Easy... Can you charge your phone that way? Nope.
Reason is the amount of electrons which take part in the current. Those little buggers are quick. Like really fast.
You create 5V out of 'nothing' and have said 'tension'. Give those electrons the chance to equalize the tension and they are done doing so in a ns (nano second).
But what now? All the electrons we had on one side went over to the other side... and my shiny sweet voltage is gone.
Guess we have to start over again to get that 'tension', our voltage, back. Only that way we can get another current going. But... oh boy... we have to repeat that quite a lot of times, don't we? If we want something actually useful, we need to repeat that shit all the time. What a hassle!
Hmm... maybe if we force more electrons into the 'tension' we had before. And that constantly. Maybe if the wind rotates something and that rotation separates electrons and those electrons then flow as a current threw my mobile... oh my... we might be on to something here...
But wait, it ain't free any more, is it? Dang!
Didn't really clarify anything, did I?
Oh well...
tl;dr:
"Free Energy" is a hoax because you can't do anything meaningful with it except impress halfwits.
You might wanna call wind and solar power 'free'... kinda...