In the LastWorld, there's a very scarce amount of fossil fuels. Fuels, if any at all, have to be biofuels. There are other means of creating energy though. Common types include hydro and aero energy. Others include solar energy, bio energy (luminescent plants, et cetera), animal power, sterling engines and steam engines, and also the occasional, and extremely rare anachronistic power supply.
The closer to the center of the Empire, the amount of alternative power systems you'll find. For example, in large cities they have wireless electricity transmitters, but the further you go away from the cities the less electricity you'll actually be able to receive. Thus other means of power are required.