Fabrication of high quality nano-electromechanical systems (NEMS) is nowadays extremely efficient. These NEMS will be used as sensors and actuators in integrated systems. Their use, however, raises questions about their interface (actuation, detection, read out) with external detection and control systems. Their operation implies many fundamental questions related to single particle effects such as Coulomb blockade, light matter interactions such as radiation pressure, thermal effects, Casimir forces and the coupling of nanosystems to the external world (thermal fluctuations, back action effect). Here we specifically present how the damping of an oscillating cantilever can be tuned in two radically different ways: (i) through an electromechanical coupling in the presence of a strong Johnson noise, (ii) through an external feedback control of thermal fluctuations which is the cold damping closely related to Maxwell's demon. This shows how the interplay between external control of micro-EMS (MEMS) or NEMS and their coupling to a thermal bath can lead to a wealth of effects that are nowadays extensively studied in different areas.