When something hot is touching some cool, the heat moves from the hot object to the cool object. That's "conduction".
-- putting an ice pack on an injury -- burning your skin by touching boiling water -- grabbing a warm coffee mug to warm your hands -- the handle of a pot becomes too hot to touch when it's been on the stove for a while
When heated material flows away from the heat (usually upward) and cool material flows in to take its place, that's "convection".
-- an oven that cooks by cycling warm air through the bottom and out the top -- warm air rising off of the hot pavement -- warm water rising to the surface of the ocean and cooler water sinking.
When the heat or other form of energy passes directly through space from the source to something else that absorbs it, without using any material substance between them, that's "radiation".
-- cooking popcorn using a microwave oven -- heat from a fire warming your hands -- light and heat from the sun hitting a solar panel.
