When the door feels cold on the inside because it is cols outside, this type of heat transfer is called Conduction.
Conduction is simply the movement of heat or cold (as the case may be), through a medium. An example of this is the warming of a fabric that is placed on a radiator, or heat movement through a pan to fry eggs.
When the sun shines through windows into a room and the room temperature rises, this type of heat transfer is called Radiation.
Radiation is simply the transfer of heat or energy through space in form of particles or waves, light, x-rays, radio waves, etc. For example, the heat we feel when we stand close to a fire, gets to us through radiation. The sun emits radiation in form of heat, light and particles.
When the Earth's atmosphere is warmed by the sun's rays, this is also Radiation. This is because the sun's heat gets to the Earth's atmosphere in the form of radiation.