No, all portable air conditioners do not have to be vented out of a window. Some portable air conditioners come with a built-in water reservoir that needs to be emptied periodically. These units evaporate the water to cool the air, and the exhaust is released back into the room. Other portable air conditioners use a condensing unit that cools the air and expels the heat through a vent hose. The hose can be routed out a window or into another room, such as a closet, where the heat will not build up.