Heat is transmitted in three ways: conduction, convection and radiation.
When a hot object is directly in contact with a colder object there is a transfer of energy from the particles that make up the hot object to the particles that make up the colder object. This continues till the two objects are at the same temperature. This mode of transfer of heat is called conduction.
Convection is the result of heat being carried from a hotter object to a colder object by a medium like air or water. For example, consider the case of a kettle placed on a flame but not in direct contact with the flame. The air between the kettle and the flame is the medium of transfer of heat here. The constituents of air absorb energy from the flame which leads to the air expanding and becoming lighter. The lighter air rises and transfers energy to the bottom of the kettle. This leads to a decrease in volume and increase in mass per unit volume, as a result the air falls and is again ready to transfer heat.
Radiation is the transfer of heat due to an emission of electromagnetic radiation from a source. When this radiation falls on another object energy is transmitted to its constituent particles.
An object placed directly above a filament lamp is warm due to radiation and convection while an object placed directly below is warm due to radiation.