The three ways that heat can be transferred are conduction, convection and radiation. Conduction is most efficient in solids, convection occurs in liquids and gases and radiation occurs through anything that allows radiation to pass through.
Conduction happens when two objects at different temperatures are in contact with each other, and the heat from the warmer object is transferred to the cooler object until they are equal in temperature. In convection, warmer liquids or gases rise up to reach cooler liquids or gases, transferring heat more quickly than conduction alone. Radiation does not require any physical contact to transfer heat.