Buildup of water vapor over the oceans constitues loading of the heat engine. The water is lifted to higher elevations, along with the warmed air. At sufficient altitude, the water vapor condenses into clouds. This is the unloading of the heat engine. At the equator, the air moves either northward or southward at the top of the troposphere, moves through the Hadley cycle path and, eventually, returns to the starting point, over the oceans at the equator, for example.
Energy is conserved in the entire, closed system, which includes the oceans and the atmosphere.