There are three methods of energy transfer that we need to learn: conduction, convection, and radiation.
Heat is thermal energy, and in solids it can be transferred by conduction. Heat is passed along from the hotter end of an object to the cold end by the particles in the solid vibrating. The hotter particles vibrate a lot and cause the particles next to them to vibrate as they gain heat energy too. Solids are heat conductors due to how tightly packed their particles are.
For example: When a saucepan is put on a hob, overtime the handle will get hot too. Due to conduction -> the heat from the bottom of the pan will cause the particles to vibrate and then cause all the surrounding particles to vibrate until the handle is hot too.
Fluids, that is both gases and liquids, can transfer heat energy by convection. It is easiest to explain this while thinking of an example:
Imagine a beaker of water being heated from the bottom. As the water particles at the bottom get hot, they expand and become less dense. This means they will rise to the top of the beaker, and other colder water particles will fall to replace them. After a while, the 'new' cold particles at the bottom will be heated and they will then rise to the top as they will be less dense. The water at the top which was first heated will have slightly cooled by then, so will sink down to the bottom, but then will be reheated and the same process will happen again.
This constant flow of the fluid due to the expansion / change in density of the particles is called a convection current. Over time all the fluid reaches a constant temperature.
Radiation is different to the other two processes as it doesn't require particles in its transfer of energy. Instead, infra-red radiation is a type of electromagnetic radiation. This means that the energy is transferred by waves rather than particles.
Radiation is how we feel the heat from the sun on Earth, as waves can pass through the vacuum of space where there are no particles.