There are three major forms of heat transfer in the study of classical mechanics in physics.  They are conduction, convection, and radiation. 

Conduction is the transfer of kinetic energy in the form of heat from one body to another in a system.  The heat flows along a temperature gradient from high concentration to low concentration, eventually trying to reach a state of thermal equilibrium where both bodies are at the same temperature.  This can be two objects placed on top of each other, one warm and one cold.  The heat from the warm object will conduct into the cold object until they are both the same temperature. 

Convection is the process of heat moving through the natural internal movements of a liquid or gas.  A liquid or gas is not stationary; its molecules are in constant motion through a variety of processes.  This molecular movement also carries heat with it.  Sometimes the convection can be forced through the use of pump or fan.

Finally, radiation is the process of the conversion of heat energy from a solid object into electromagnetic radiation that is then dispersed into a gas or liquid medium.  An incandescent light bulb with a filament is an example.  You can feel the thermal radiation emanating from the active light bulb.