HOW HEAT MOVES:

Heat is an energy form.   It can be of a high order, as in the flame from a blow torch, or low order, as in the case of heat escaping from the house on a cold night.  In any case, heat will always find one of the following three ways to move from a warm body toward a cooler body, or towards space itself.  (When you feel cool air around your ankles, that is simply moving air that cools your ankles by removing heat. it is not 'cold energy'.  Cold is not an energy form like heat; it is simply the absence of heat.)

RADIATION:

Heat will radiate through a vacuum, as from the sun to the earth, with virtually no heat loss, because there is no matter in between to absorb the energy.  It will radiate through air, also, but it will raise the temperature of the air slightly, because there is a gaseous mass to absorb some, but not much, of the energy.  In the microwave oven, radiant energy produces heat because a solid object intercepts the radio waves and absorbs their energy.

Shiny, light-colored solids tend to reflect most of the radiated energy that strikes them, while dark, non-glossy surfaces can absorb most of the energy that strikes them.

When the weather forecaster talks about nighttime radiation cooling, that refers to the energy radiating from the warmed earth toward cold outer space.

CONDUCTION: 
Heat will move through solid material by conduction, although the rate at which the heat moves varies tremendously from one material to another.  The conducting material itself does not move; instead, each molecule heats its neighbor, and the heat energy works its way through.  

The metals tend to be better conductors of heat than most non-metals.  Among the familiar metals, silver is the best heat conductor, closely followed by copper.   

CONVECTION IN FLUIDS:

(A fluid is any material that adopts, or tries to adopt, the shape of its container.   Air and other gases are fluids, as are water and other liquids).  When heat is applied to a fluid, the part that is being heated will expand or "grow lighter" and rise, while the cooler, denser fluid sinks.

Unlike Radiation and Conduction, with the heat energy moving through an unmoving medium, Convection is the movement of the medium itself.

Heated air in a room contacts a cold window, gives up some of its heat to the window, contracts, becomes more dense that the other room air, and flows downward to chill the ankles by convection.  Conversely, heated air expands to rise in the chimney.

If water, like other fluids, becomes denser as it cools, and sinks, displacing the water under it, why don't lakes freeze from the bottom up?  It turns out that the most common of materials has a most uncommon characteristic.  Water does become heavier as it cools, except that water reverses itself and starts to expand at about 9°F above its freezing point.  The air cools the surface water to around 10°F, and it sinks to the bottom. There, the warmer earth raises it a degree or two, and it expands and rises to the surface to start the cycle over  If it were not for water’s odd departure from “cooler is denser”, bodies of water would freeze from the bottom up.