Conduction is heat transfer through solid objects, while convection is heat transfer through liquid or gasses. Conduction and convection are both forms of radiation, which is heat transfer.
While both conduction and convection are means of transferring heat, the important difference is the medium through which the heat travels. Conduction occurs when heat is transferred through solid objects, like a bar. For example, if a metal rod is held above a fire, the heat eventually travels the length of the rod, making it difficult to hold. The heat then transfers to the person or apparatus holding the rod. On the other hand, convection is the method of heat transferred through liquid or gasses, such as water or air. Heat transfer using convection is used in the oven in the kitchen, using radiating heat through the air in the oven to heat and cook the food.