Heat can be transferred through materials in three main ways. They are conduction, convection and radiation. In all three cases heat will always transfer from the hotter object to the cooler object.
Conduction is heat transfer by direct contact. For example, if you were heating up water in a metal can on a campfire and you were to grab the can with your hand it would burn you. The heat would be transferred from the fire to the can to your hand. Some materials transfer heat better than others. Materials that transfer heat well are called conductors and these are materials such as metal. Materials that do not transfer heat well are called insulators and include things like rubber or wood.
