The whole evaporation process makes use of the latent heat of the liquid as it evaporates. For example, if you were to monitor the temperature of boiling water, you would notice the temperature never go above 100C, but the steam itself could go higher in temperature. If you were to plot the observation in temperature on a graph, you would notice a flat plateau where the phase change is occuring, from liquid to steam. For water, i think its something like 2MJ (joules) of energy per litre to turn water to steam. That's a lot of energy. So the same principle is applied to liquids which have much lower boiling points. Not only do you have the energy being absorbed by the heat capacity of the liquid, but also by the latent heat capacity as the liquid evaporates. Thus the energy is removed.