If we do a story about the light energy emitted by the lamp and the heat liberated by the connecting wires, whether everything will be destroyed in nature? Apparently not. The light emitted by the light energy converted to motion of molecules in the surrounding air and so on. So energy can not be destroyed but only changed its form. What about the electrical energy for powering the lamp? Was it created its own energy with the batteries. Of course not, so energy can not be created.
From some of the above description can be concluded that "Energy can not be created and destroyed" is called the Law of Conservation of Energy.