Thermal energy comes from a substance whose molecules and atoms are vibrating faster due to a rise in temperature. Heat energy is another name for thermal energy. Kinetic energy is the energy of a moving object. As thermal energy comes from moving particles, it is a form of kinetic energy.
Kinetic energy is the amount of energy a object has while it's in motion, and thermal energy is heat energy. In this case when the heat rises in substances for example a solid it will transform into a liquid causing the molecules to move faster which is a increase of kinetic energy. So the answer is "when the heat in substances increase the kinetic energy increases."