If you have a gas under pressure and you release the pressure, the gas cools down as it expands. So the refrigerator has a setup whereby it compresses a bunch of gas in a part of the system outside of the fridge, and depressurizes that gas in a part of the system inside the fridge. So, heat is released outside of the fridge and the inside of the fridge is allowed to get very cold. The fridge will have a thermostat that determines when to run or when to stay idle, so that things don't get too cold.