"You can't get something for nothing" details that, because energy is conserved, it's not possible to get more out of a system than is put into it. "You can't even break even" refers to heat engine efficiency, which is determined by the second law.
Work Step by Step
The statement “You can’t get something for nothing,” is a way of saying that energy is conserved, which is the first law of thermodynamics. To get a system to do work, you either have to add heat to it, or its internal energy must decrease. “You won’t get out more than you put in” is what conservation of energy says. The statement, “You can’t even break even” is a way of saying that no heat engine is 100% efficient, which is a consequence of the second law. “Breaking even” would be an engine that takes in 100 J of heat and outputs 100 J of work, but the second law says that that is impossible, even for an ideal, reversible heat engine.