Radiation
Radiation occurs when an object "gives off" heat. Thermal energy is transmitted from the object via electromagnetic waves. Radiation does not require physical contact between objects, or an external medium such as air or water, in order to transfer heat. Rather, radiation transmits heat over a distance. Candles and lightbulbs transfer heat too by way of radiation. The Earth receives much of its warmth from solar radiation. Similarly, a heat lamp keeps food warm through radiation.
Conduction
Conduction occurs when the molecules of one object physically touch the molecules of another object. The more thermal energy an object holds, the faster its molecules move. When you kick a soccer ball, the kinetic energy from the motion of your foot is transferred to the ball, causing it to move. Similarly, when the faster moving molecules of a hot object collide with the slower moving molecules of a cool object, the slower molecules begin to move faster, and the object begins to heat up. Metals are very good conductors of heat. If you have ever left a metal spoon in a hot pan, you likely noticed the spoon quickly became too hot to touch.
Convection
Convection refers to the vertical transfer of heat, either through a gas or a liquid. The molecules of heated substances move faster than when cool. They also become more spread out. As a result, gases become less dense when heat is applied. If heated from below, the cooler, denser gas sinks beneath the less dense hot gas.
Convetive Motion
The heated gas at top cools once it is removed from the heat source, while at the same time the cooler air that sank begins to warm up once it is exposed to the heat source. When the hot gas cools and the cool gas warms, they exchange places again, forming a circular current. You can easily see this process by adding some flakes of oregano to boiling water. The oregano flakes rise to the surface with the warm water, and sink again as the water cools.