Throughout history all sorts of perpetual motion devices have been tried, some of them have been incredibly creative. However, they always violate at least one of the laws of thermodynamics, let me explain.
First, a machine can only output (at maximum) the amount of energy that you put into it. This means that there is no "free energy" device, because energy cannot appear from nowhere. To avoid this, some people claim that their invention instead harvests some previously untouched sources of energy, like gravity, the magnetic field from earth, etc.
I don't know which device you may be referring to, so I will explain some of the common problems.
Let's begin with the ones that utilize gravity. Remember that the force of gravity is what we call a "conservative force". This means that the net work done on a closed loop is zero. So if you have a spinning wheel, for example, and it has some system so that it redistributes its weight to "keep spinning indefinitively", you cannot harvest energy from it! Because in a perfect world it would keep spinning forever (no friction), but every bit of energy you took out would slow it down until it stops. And in the real world, it would stop by itself.
Also, some of those devices shift the wheel's axis of inertia, and as you might have seen in rigid dynamics, that means that there will be loss of energy during the rotation. So spinning wheels due to gravity don't work. But what about other sources, such as magnetic or electrical fields? After all, there is not only earths magnetic field, but also a lot of fields generated by us, with energy that is wasted! Could we "recycle it"?
Here the problem is that a magnetic field does NOT generate energy by itself. Rather, a CHANGE in magnetic field does. And the problem is that the magnetic field is static relative to us, so in order to harvest power from it you would have to move the coil through the atmosphere relatively fast, which would consume more energy than you could take out.
As for radio signals and waves that are in the air, the power is way too small to be useful, as they are only a fraction of the power that was used to emit them.
If you want further explanations, I can recommend two good sources.
1-"Why don't perpetual motions ever work?" by Ted-ED
2- An electrical engineer has a channel called "Electroboom", where he adresses Fre energy devices and explains why they don't work. He has several videos about it, which I highly recommend. You can start with "The boy who cried Free Energy"