Heat can be transferred from one place to another by conduction in solids, convection of fluids like liquids or gases, and radiation. A temperature difference in a system causes heat to move from higher to lower temperatures
Heat always travels from warmer areas to cooler areas in the form of radiation or convection currents due to the temperature difference. You could kind of think of this movement like diffusion: travelling from a higher concentration to a lower one (if you take biology). This is how a gas heats up a pan on the stove or a radiator warms a room
