The first law of thermodynamics confirms the law of _____

The first law of thermodynamics states that the net work done upon the system over a complete cycle equal to heat transfer in that system or summation of heat and work over a complete cycle for a system is zero.

In other words it tells that heat and work are interconvertible forms of energy. This way it can be related to law of conservation of energy which also states that energy never created or destroyed it only transforms from one to other form.