Question

what happens to the energy put into the machine that does not do useful work

Answer 1

it is converted into a useless form

Answer 2

Right, consider a car:
You want the fuel to keep your car in motion, that's good. But there is also energy wasted in terms of heat or friction (air resistance, friction in the gear). It is really hard to build a machine with no other energy waste...

Answer 3

it's NOT JUST HARD to build a machine without any energy waste... it is IMPOSSIBLE