Heating and Cooling Loads Analysis uses the energy model, which is based on Analytical Spaces, and can be created from Building and Mass Elements, including Rooms.

Analytical 3D model of an office building
The project phase must correspond to the phase for all the system-zones and analytical spaces in the building model in order to analyze the heating and cooling demands of the entire model. Otherwise, only those system-zones and analytical spaces that have phases that correspond to the project phase will be analyzed.
When working with a linked model, all system-zones and analytical spaces must be in the host (local) file.